+294.9%
SCHW vs PWR
+2,544.4%
-2,249.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.2% |
| 7D | -1.9% | +4.2% | -6.1% | -3.6% |
| 30D | -1.6% | -4.0% | +2.4% | -0.4% |
| 3M | +21.3% | -4.8% | +26.0% | +21.2% |
| 6M | +16.5% | +14.6% | +1.8% | +4.8% |
| YTD | +8.4% | +54.2% | -45.8% | -16.1% |
| 1Y | +15.6% | +67.1% | -51.5% | -14.9% |
| 3Y | +86.8% | +218.5% | -131.6% | -8.9% |
| 5Y | +60.5% | +466.3% | -405.8% | -46.3% |
| All | +294.9% | +2,544.4% | -2,249.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PWR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling