+18.5%
AWK vs PSKY
-39.6%
+58.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.4% |
| 7D | +4.7% | -24.6% | +29.3% | +4.6% |
| 30D | -2.9% | -36.1% | +33.3% | -3.0% |
| 3M | +6.6% | -58.0% | +64.6% | +6.1% |
| 6M | +6.6% | -58.0% | +64.6% | +6.1% |
| YTD | +6.6% | -58.0% | +64.6% | +6.1% |
| 1Y | -3.2% | -58.4% | +55.1% | -3.6% |
| All | +18.5% | -39.6% | +58.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling