-12.3%
AWK vs PSKY
-78.2%
+65.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.6% |
| 7D | +4.7% | -24.6% | +29.3% | +5.5% |
| 30D | -2.9% | -36.1% | +33.3% | -1.5% |
| 3M | +6.6% | -58.0% | +64.6% | +8.6% |
| 6M | +6.6% | -58.0% | +64.6% | +8.6% |
| YTD | +6.6% | -58.0% | +64.6% | +8.6% |
| 1Y | -3.2% | -58.4% | +55.1% | -1.4% |
| 3Y | +21.0% | -40.7% | +61.7% | +17.2% |
| All | -12.3% | -78.2% | +65.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling