+447.8%
SCHG vs PSKY
-74.6%
+522.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -1.3% | +11.6% | -12.8% | -2.8% |
| 3M | +5.4% | +1.5% | +3.9% | +5.0% |
| 6M | +14.4% | +7.7% | +6.7% | +12.7% |
| YTD | +8.0% | -20.1% | +28.1% | +10.2% |
| 1Y | +12.7% | -38.3% | +51.0% | +18.6% |
| 3Y | +85.6% | -17.7% | +103.3% | +77.8% |
| 5Y | +85.5% | -69.9% | +155.4% | +104.6% |
| All | +447.8% | -74.6% | +522.4% | +424.1% |
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