+128.5%
AWK vs PNR
+66.2%
+62.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -2.1% | -6.0% | +3.9% | -0.6% |
| 30D | +2.1% | -14.0% | +16.0% | +5.8% |
| 3M | +11.4% | -21.7% | +33.1% | +17.7% |
| 6M | +3.9% | -37.3% | +41.2% | +15.6% |
| YTD | +7.7% | -45.1% | +52.8% | +23.6% |
| 1Y | +1.3% | -49.1% | +50.4% | +18.4% |
| 3Y | +7.2% | -14.8% | +22.0% | +5.5% |
| 5Y | -17.0% | -21.0% | +4.0% | -19.0% |
| All | +128.5% | +66.2% | +62.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling