+1,040.9%
SCHG vs PSLV
+109.5%
+931.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.0% | -3.5% | +2.4% | -0.6% |
| 30D | -1.3% | -2.1% | +0.9% | -1.1% |
| 3M | +5.4% | -1.6% | +7.1% | +5.4% |
| 6M | +14.4% | -25.5% | +39.9% | +17.8% |
| YTD | +8.0% | -11.4% | +19.4% | +7.2% |
| 1Y | +12.7% | +48.6% | -35.9% | +4.0% |
| 3Y | +85.6% | +166.9% | -81.3% | +57.7% |
| 5Y | +85.5% | +152.4% | -66.9% | +57.5% |
| 10Y | +456.0% | +187.8% | +268.2% | +356.0% |
| All | +1,040.9% | +109.5% | +931.4% | +788.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling