+132.1%
AWK vs PSKY
-75.1%
+207.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -0.7% | -6.0% | +5.2% | -0.3% |
| 30D | +2.8% | +10.7% | -7.9% | +2.0% |
| 3M | +11.3% | +1.2% | +10.2% | +11.1% |
| 6M | +6.7% | +1.5% | +5.2% | +6.2% |
| YTD | +9.4% | -21.8% | +31.1% | +10.7% |
| 1Y | +3.7% | -30.2% | +33.9% | +5.4% |
| 3Y | +9.2% | -20.1% | +29.3% | +7.4% |
| 5Y | -15.7% | -70.5% | +54.8% | -12.4% |
| All | +132.1% | -75.1% | +207.2% | +107.7% |
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