+1,044.2%
AWK vs PHM
+980.9%
+63.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | -4.1% | +4.3% | +0.8% |
| 30D | +14.3% | +16.1% | -1.9% | +11.6% |
| 3M | +10.3% | -2.5% | +12.8% | +10.6% |
| 6M | +18.9% | +12.9% | +6.0% | +16.3% |
| YTD | +17.7% | +9.0% | +8.7% | +15.4% |
| 1Y | +16.9% | +8.2% | +8.7% | +14.6% |
| 3Y | +32.2% | +58.4% | -26.3% | +20.4% |
| 5Y | -2.2% | +159.2% | -161.3% | -18.5% |
| 10Y | +156.1% | +676.9% | -520.7% | +77.5% |
| All | +1,044.2% | +980.9% | +63.2% | +551.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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