+7.2%
AWK vs PSLV
+165.9%
-158.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.1% | -3.5% | +1.3% | -2.2% |
| 30D | +2.1% | -2.1% | +4.2% | +2.0% |
| 3M | +11.4% | -1.6% | +13.0% | +11.4% |
| 6M | +3.9% | -25.5% | +29.4% | +4.0% |
| YTD | +7.7% | -11.4% | +19.1% | +6.3% |
| 1Y | +1.3% | +48.6% | -47.3% | -3.4% |
| 3Y | +7.2% | +166.9% | -159.7% | -11.9% |
| All | +7.2% | +165.9% | -158.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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