+7.5%
AWK vs PCOR
-8.1%
+15.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.6% | +2.2% | -4.7% | -2.7% |
| 30D | +14.2% | +37.4% | -23.3% | +12.4% |
| 3M | +10.0% | +33.2% | -23.2% | +8.4% |
| 6M | +17.1% | +60.6% | -43.5% | +14.1% |
| YTD | +16.1% | +6.2% | +10.0% | +15.1% |
| 1Y | +17.5% | -1.1% | +18.6% | +16.9% |
| 3Y | +29.3% | +48.4% | -19.1% | +22.2% |
| 5Y | -3.5% | -13.1% | +9.6% | -10.4% |
| All | +7.5% | -8.1% | +15.5% | +0.1% |
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