+100.5%
PSA vs SCHG
+459.0%
-358.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | -8.4% | -1.3% | -7.1% | -7.9% |
| 3M | -7.8% | +5.4% | -13.3% | -9.9% |
| 6M | +0.8% | +14.4% | -13.6% | -4.7% |
| YTD | +16.5% | +8.0% | +8.5% | +12.5% |
| 1Y | +4.7% | +12.7% | -8.0% | -0.8% |
| 3Y | +21.1% | +85.6% | -64.6% | -9.4% |
| 5Y | +14.2% | +85.5% | -71.3% | -16.6% |
| All | +100.5% | +459.0% | -358.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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