+752.4%
SCHW vs PSLV
+109.5%
+642.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.9% | -3.5% | +1.6% | -1.8% |
| 30D | -1.6% | -2.1% | +0.5% | -1.6% |
| 3M | +21.3% | -1.6% | +22.9% | +21.2% |
| 6M | +16.5% | -25.5% | +42.0% | +17.3% |
| YTD | +8.4% | -11.4% | +19.8% | +8.1% |
| 1Y | +15.6% | +48.6% | -33.0% | +13.5% |
| 3Y | +86.8% | +166.9% | -80.0% | +80.4% |
| 5Y | +60.5% | +152.4% | -91.9% | +54.5% |
| 10Y | +297.7% | +187.8% | +110.0% | +278.8% |
| All | +752.4% | +109.5% | +642.9% | +749.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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