+131.8%
AWK vs PSKY
-85.2%
+217.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.9% |
| 7D | +4.7% | -24.6% | +29.3% | +7.4% |
| 30D | -2.9% | -36.1% | +33.3% | +1.4% |
| 3M | -12.3% | -77.9% | +65.6% | -3.6% |
| 6M | -12.3% | -77.9% | +65.6% | -3.6% |
| YTD | -12.3% | -77.9% | +65.6% | -3.6% |
| 1Y | -12.3% | -77.9% | +65.6% | -3.6% |
| 3Y | -12.3% | -77.9% | +65.6% | -3.6% |
| 5Y | -12.3% | -80.0% | +67.7% | -2.8% |
| All | +131.8% | -85.2% | +217.0% | +108.5% |
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