+575.3%
PSA vs SCHG
+1,121.7%
-546.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -2.3% |
| 30D | -9.4% | -2.2% | -7.2% | -8.3% |
| 3M | -8.2% | +6.2% | -14.4% | -11.2% |
| 6M | -1.8% | +13.4% | -15.2% | -8.4% |
| YTD | +15.7% | +7.1% | +8.6% | +11.1% |
| 1Y | +6.3% | +12.5% | -6.2% | -0.9% |
| 3Y | +21.6% | +86.2% | -64.6% | -16.4% |
| 5Y | +13.5% | +83.9% | -70.5% | -23.5% |
| 10Y | +101.3% | +451.3% | -350.0% | -40.4% |
| All | +575.3% | +1,121.7% | -546.4% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling