+295.2%
SCHW vs PWR
+2,415.0%
-2,119.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.3% |
| 7D | -2.8% | -0.2% | -2.5% | -2.7% |
| 30D | -0.1% | -7.7% | +7.7% | +2.9% |
| 3M | +20.6% | -4.9% | +25.5% | +20.4% |
| 6M | +15.9% | +9.7% | +6.2% | +6.2% |
| YTD | +8.5% | +46.7% | -38.2% | -14.3% |
| 1Y | +17.8% | +58.7% | -40.9% | -11.4% |
| 3Y | +88.5% | +200.7% | -112.2% | -5.7% |
| 5Y | +60.6% | +438.6% | -377.9% | -45.0% |
| All | +295.2% | +2,415.0% | -2,119.8% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling