+8.8%
AWK vs PCOR
-9.2%
+18.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +2.7% | +20.7% | -18.0% | +1.7% |
| 30D | +16.7% | +35.7% | -19.0% | +14.9% |
| 3M | +11.7% | +31.1% | -19.3% | +10.2% |
| 6M | +21.9% | +43.1% | -21.2% | +19.4% |
| YTD | +17.6% | +4.8% | +12.8% | +16.7% |
| 1Y | +19.8% | -3.7% | +23.5% | +19.3% |
| 3Y | +31.0% | +46.5% | -15.6% | +23.8% |
| 5Y | -3.0% | -17.3% | +14.3% | -10.0% |
| All | +8.8% | -9.2% | +18.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling