+737.9%
AWK vs PSLV
+108.9%
+629.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | 0.0% |
| 7D | -0.7% | -4.9% | +4.1% | -0.4% |
| 30D | +2.8% | -1.9% | +4.7% | +2.8% |
| 3M | +11.3% | +4.2% | +7.1% | +10.8% |
| 6M | +6.7% | -27.6% | +34.3% | +8.8% |
| YTD | +9.4% | -11.7% | +21.0% | +8.1% |
| 1Y | +3.7% | +49.3% | -45.6% | -3.1% |
| 3Y | +9.2% | +167.1% | -157.9% | -5.0% |
| 5Y | -15.7% | +151.7% | -167.4% | -26.7% |
| 10Y | +135.3% | +187.0% | -51.7% | +98.2% |
| All | +737.9% | +108.9% | +629.0% | +600.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling