+18.3%
AWK vs PBF
+78.3%
-60.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.2% |
| 7D | 0.0% | -4.0% | +4.0% | -0.1% |
| 30D | +15.5% | -18.0% | +33.5% | +14.6% |
| 3M | +10.0% | +0.9% | +9.1% | +10.1% |
| 6M | +20.4% | +65.7% | -45.3% | +23.3% |
| YTD | +17.1% | +161.9% | -144.8% | +21.7% |
| 1Y | +18.3% | +77.8% | -59.5% | +23.0% |
| All | +18.3% | +78.3% | -60.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling