+447.8%
SCHG vs PSLV
+190.6%
+257.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.0% | -3.5% | +2.4% | -0.5% |
| 30D | -1.3% | -2.1% | +0.9% | -1.0% |
| 3M | +5.4% | -1.6% | +7.1% | +5.4% |
| 6M | +14.4% | -25.5% | +39.9% | +19.0% |
| YTD | +8.0% | -11.4% | +19.4% | +6.0% |
| 1Y | +12.7% | +48.6% | -35.9% | -1.1% |
| 3Y | +85.6% | +166.9% | -81.3% | +42.3% |
| 5Y | +85.5% | +152.4% | -66.9% | +41.7% |
| All | +447.8% | +190.6% | +257.3% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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