+155.1%
AWK vs PR
+83.7%
+71.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.7% |
| 7D | -2.6% | +6.7% | -9.3% | -2.4% |
| 30D | +14.2% | -6.1% | +20.3% | +14.0% |
| 3M | +10.0% | +6.9% | +3.2% | +10.4% |
| 6M | +17.1% | +14.6% | +2.5% | +17.8% |
| YTD | +16.1% | +66.1% | -50.0% | +18.4% |
| 1Y | +17.5% | +77.0% | -59.5% | +20.2% |
| 3Y | +29.3% | +93.8% | -64.5% | +33.3% |
| 5Y | -3.5% | +268.2% | -271.7% | +2.9% |
| All | +155.1% | +83.7% | +71.3% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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