+967.2%
AWK vs PNC
+514.7%
+452.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +2.2% | +2.3% | -0.1% | +1.8% |
| 30D | +4.4% | -3.8% | +8.3% | +5.0% |
| 3M | +15.4% | +7.8% | +7.6% | +14.1% |
| 6M | +3.5% | +19.7% | -16.2% | +0.7% |
| YTD | +9.8% | +19.1% | -9.3% | +6.7% |
| 1Y | +3.0% | +23.1% | -20.1% | -0.5% |
| 3Y | +9.7% | +132.1% | -122.5% | -4.3% |
| 5Y | -17.2% | +52.2% | -69.4% | -23.9% |
| 10Y | +126.1% | +271.4% | -145.3% | +79.6% |
| All | +967.2% | +514.7% | +452.5% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling