+238.6%
SCHD vs PSKY
-74.6%
+313.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -0.4% | +11.6% | -12.0% | -1.9% |
| 3M | +5.7% | +1.5% | +4.2% | +5.3% |
| 6M | +11.9% | +7.7% | +4.2% | +10.1% |
| YTD | +26.4% | -20.1% | +46.5% | +28.9% |
| 1Y | +27.6% | -38.3% | +65.9% | +34.0% |
| 3Y | +54.9% | -17.7% | +72.7% | +49.1% |
| 5Y | +60.9% | -69.9% | +130.8% | +76.5% |
| All | +238.6% | -74.6% | +313.2% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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