+603.0%
PSCH vs SPY
+752.6%
-149.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +2.1% | +3.3% | -1.2% | -1.1% |
| 30D | +9.7% | -2.7% | +12.4% | +12.7% |
| 3M | +3.1% | -1.7% | +4.9% | +4.9% |
| 6M | +26.2% | +3.1% | +23.2% | +22.0% |
| YTD | +29.3% | +11.9% | +17.4% | +15.2% |
| 1Y | +32.1% | +12.0% | +20.1% | +17.6% |
| 3Y | +62.7% | +78.2% | -15.5% | -9.3% |
| 5Y | -9.9% | +73.2% | -83.1% | -48.5% |
| 10Y | +142.6% | +309.6% | -167.1% | -42.1% |
| All | +603.0% | +752.6% | -149.6% | -17.9% |
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