+8.8%
AWK vs PNC
+129.9%
-121.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +2.8% | -4.4% | +7.2% | +3.3% |
| 3M | +11.3% | +5.3% | +6.0% | +10.5% |
| 6M | +6.7% | +19.6% | -12.9% | +4.3% |
| YTD | +9.4% | +19.1% | -9.8% | +6.3% |
| 1Y | +3.7% | +24.3% | -20.6% | 0.0% |
| All | +8.8% | +129.9% | -121.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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