+969.7%
AWK vs PSA
+522.3%
+447.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | +5.6% | -7.7% | +13.3% | +8.4% |
| 3M | +15.9% | -0.6% | +16.5% | +16.1% |
| 6M | +4.6% | -0.9% | +5.5% | +4.6% |
| YTD | +10.1% | +18.7% | -8.6% | +3.5% |
| 1Y | +2.1% | +7.6% | -5.5% | -0.8% |
| 3Y | +9.8% | +23.7% | -13.8% | +1.5% |
| 5Y | -15.4% | +13.7% | -29.0% | -20.1% |
| 10Y | +129.4% | +98.9% | +30.5% | +83.0% |
| All | +969.7% | +522.3% | +447.4% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling