-3.0%
AWK vs PBF
+380.2%
-383.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.7% |
| 7D | +2.7% | -15.3% | +18.0% | +2.4% |
| 30D | +16.7% | -21.8% | +38.5% | +16.2% |
| 3M | +11.7% | -0.2% | +12.0% | +11.8% |
| 6M | +21.9% | +63.6% | -41.7% | +22.9% |
| YTD | +17.6% | +147.5% | -129.9% | +19.1% |
| 1Y | +19.8% | +69.8% | -50.0% | +21.0% |
| 3Y | +31.0% | +65.3% | -34.3% | +33.2% |
| 5Y | -3.0% | +393.4% | -396.4% | +2.3% |
| All | -3.0% | +380.2% | -383.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling