-15.7%
AWK vs PNR
-21.1%
+5.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | -0.7% | -5.5% | +4.7% | +0.5% |
| 30D | +2.8% | -15.6% | +18.3% | +6.6% |
| 3M | +11.3% | -20.2% | +31.5% | +16.4% |
| 6M | +6.7% | -36.6% | +43.3% | +17.0% |
| YTD | +9.4% | -45.0% | +54.4% | +23.6% |
| 1Y | +3.7% | -47.4% | +51.2% | +18.4% |
| 3Y | +9.2% | -13.7% | +22.9% | +3.7% |
| 5Y | -15.7% | -20.8% | +5.1% | -24.1% |
| All | -15.7% | -21.1% | +5.4% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling