+10.3%
AWK vs PCOR
-10.0%
+20.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +7.2% | +23.7% | -16.5% | +6.0% |
| 30D | +19.0% | +39.0% | -20.0% | +17.1% |
| 3M | +14.4% | +35.8% | -21.4% | +12.6% |
| 6M | +22.6% | +38.2% | -15.6% | +20.3% |
| YTD | +19.2% | +3.9% | +15.3% | +18.3% |
| 1Y | +19.6% | +5.7% | +13.9% | +18.5% |
| 3Y | +26.1% | +44.8% | -18.7% | +19.3% |
| 5Y | +0.1% | -19.8% | +19.8% | -7.1% |
| All | +10.3% | -10.0% | +20.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling