+271.4%
SCHW vs PR
+159.2%
+112.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -4.4% | -4.6% | +0.2% | -4.1% |
| 3M | -13.6% | +4.7% | -18.3% | -14.2% |
| 6M | +5.9% | +12.4% | -6.5% | +4.2% |
| YTD | -6.2% | +62.9% | -69.1% | -11.3% |
| 1Y | -2.2% | +70.6% | -72.8% | -8.1% |
| 3Y | +76.9% | +90.0% | -13.1% | +63.2% |
| 5Y | +21.6% | +255.5% | -233.9% | +3.6% |
| 10Y | +191.7% | +78.7% | +112.9% | +175.1% |
| All | +271.4% | +159.2% | +112.3% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling