+158.6%
AWK vs PSA
+132.6%
+26.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.1% | -1.4% | +1.6% | +0.9% |
| 30D | +14.3% | +15.2% | -0.9% | +6.0% |
| 3M | +10.3% | +2.2% | +8.1% | +8.9% |
| 6M | +18.9% | +11.7% | +7.3% | +11.8% |
| YTD | +17.7% | +32.0% | -14.3% | +0.1% |
| 1Y | +16.9% | +26.3% | -9.4% | +1.8% |
| 3Y | +32.2% | +52.4% | -20.2% | +1.6% |
| 5Y | -2.2% | +26.3% | -28.4% | -18.0% |
| All | +158.6% | +132.6% | +26.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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