+26.7%
AWK vs PCOR
+43.8%
-17.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.1% | +22.7% | -18.6% | +4.3% |
| 30D | +18.0% | +37.5% | -19.5% | +18.4% |
| 3M | +12.2% | +35.2% | -23.0% | +12.7% |
| 6M | +21.2% | +42.2% | -21.0% | +21.6% |
| YTD | +17.6% | +3.6% | +14.0% | +16.8% |
| 1Y | +19.2% | -4.8% | +24.0% | +18.2% |
| 3Y | +26.7% | +48.3% | -21.6% | +14.4% |
| All | +26.7% | +43.8% | -17.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling