+397.8%
AWK vs PBF
+303.9%
+94.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.6% |
| 30D | +5.6% | +22.0% | -16.4% | +4.9% |
| 3M | +15.9% | +74.5% | -58.6% | +13.7% |
| 6M | +4.6% | +67.7% | -63.1% | +2.6% |
| YTD | +10.1% | +179.2% | -169.1% | +6.0% |
| 1Y | +2.1% | +170.0% | -167.9% | -1.8% |
| 3Y | +9.8% | +66.4% | -56.5% | +6.7% |
| 5Y | -15.4% | +764.5% | -779.9% | -25.3% |
| 10Y | +129.4% | +358.5% | -229.1% | +87.3% |
| All | +397.8% | +303.9% | +94.0% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling