+155.5%
AWK vs PR
+66.0%
+89.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.3% |
| 7D | +4.1% | -16.4% | +20.5% | +3.5% |
| 30D | +18.0% | -1.9% | +19.9% | +18.0% |
| 3M | +12.2% | +8.0% | +4.3% | +12.6% |
| 6M | +21.2% | +4.1% | +17.1% | +21.6% |
| YTD | +17.6% | +58.7% | -41.1% | +19.7% |
| 1Y | +19.2% | +75.8% | -56.6% | +21.9% |
| 3Y | +26.7% | +73.2% | -46.4% | +30.1% |
| 5Y | -1.3% | +230.1% | -231.5% | +4.8% |
| All | +155.5% | +66.0% | +89.5% | +233.9% |
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