-16.7%
AWK vs PSA
+10.8%
-27.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | +4.3% | -9.6% | +13.8% | +9.4% |
| 3M | +12.5% | -7.9% | +20.4% | +17.0% |
| 6M | +3.3% | -2.0% | +5.3% | +3.8% |
| YTD | +9.8% | +15.7% | -6.0% | +1.0% |
| 1Y | +2.9% | +5.8% | -2.9% | -0.9% |
| 3Y | +9.6% | +21.6% | -12.0% | -3.8% |
| 5Y | -16.7% | +13.1% | -29.8% | -23.6% |
| All | -16.7% | +10.8% | -27.5% | -23.6% |
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