-15.7%
AWK vs PNC
+50.6%
-66.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | +11.3% | +5.3% | +6.0% | +10.2% |
| 6M | +6.7% | +19.6% | -12.9% | +3.3% |
| YTD | +9.4% | +19.1% | -9.8% | +5.5% |
| 1Y | +3.7% | +24.3% | -20.6% | -0.9% |
| 3Y | +9.2% | +132.2% | -123.0% | -11.9% |
| 5Y | -15.7% | +52.3% | -68.0% | -26.6% |
| All | -15.7% | +50.6% | -66.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling