+601.8%
PSCH vs SPY
+749.5%
-147.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +2.0% | +2.6% | -0.6% | -0.6% |
| 30D | +9.5% | -2.0% | +11.5% | +11.7% |
| 3M | +3.5% | -2.8% | +6.3% | +6.4% |
| 6M | +25.3% | +2.1% | +23.2% | +22.2% |
| YTD | +29.1% | +11.5% | +17.6% | +15.4% |
| 1Y | +34.4% | +13.5% | +21.0% | +18.1% |
| 3Y | +61.3% | +77.7% | -16.4% | -9.8% |
| 5Y | -10.0% | +72.6% | -82.7% | -48.4% |
| 10Y | +142.2% | +308.2% | -166.0% | -42.0% |
| All | +601.8% | +749.5% | -147.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling