-2.7%
AWK vs PSA
+27.5%
-30.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | -2.1% | +2.1% | +1.0% |
| 30D | +15.5% | +16.2% | -0.7% | +7.4% |
| 3M | +10.0% | +4.3% | +5.7% | +7.6% |
| 6M | +20.4% | +9.9% | +10.5% | +14.7% |
| YTD | +17.1% | +33.3% | -16.2% | +0.6% |
| 1Y | +18.3% | +25.8% | -7.6% | +4.5% |
| 3Y | +30.4% | +54.8% | -24.4% | +1.3% |
| 5Y | -2.7% | +27.5% | -30.2% | -17.2% |
| All | -2.7% | +27.5% | -30.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling