+115.0%
PSCH vs SPY
+322.5%
-207.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | -2.6% | -0.8% | -1.8% | -1.9% |
| 30D | -4.1% | -1.1% | -3.1% | -3.1% |
| 3M | +10.9% | +3.9% | +7.1% | +6.5% |
| 6M | +28.7% | +13.6% | +15.1% | +13.0% |
| YTD | +20.2% | +12.7% | +7.5% | +6.4% |
| 1Y | +27.3% | +17.5% | +9.8% | +8.1% |
| 3Y | +34.3% | +76.9% | -42.6% | -24.5% |
| 5Y | -14.6% | +83.6% | -98.2% | -53.9% |
| All | +115.0% | +322.5% | -207.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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