+51,384.5%
SCHW vs PTC
+5,991.9%
+45,392.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.6% |
| 7D | -1.3% | -12.8% | +11.5% | +2.8% |
| 30D | -0.4% | -9.8% | +9.4% | +2.5% |
| 3M | +21.7% | -2.1% | +23.8% | +21.2% |
| 6M | +13.0% | -18.1% | +31.1% | +18.3% |
| YTD | +8.0% | -23.5% | +31.5% | +15.2% |
| 1Y | +15.8% | -37.4% | +53.2% | +30.9% |
| 3Y | +87.7% | -7.2% | +95.0% | +85.5% |
| 5Y | +59.7% | +2.7% | +57.0% | +50.6% |
| 10Y | +292.9% | +203.4% | +89.5% | +154.0% |
| All | +51,384.5% | +5,991.9% | +45,392.7% | +9,378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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