+18.3%
AWK vs PR
+73.4%
-55.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.3% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +15.5% | -4.6% | +20.1% | +15.1% |
| 3M | +10.0% | +4.7% | +5.3% | +9.8% |
| 6M | +20.4% | +12.4% | +8.0% | +20.2% |
| YTD | +17.1% | +62.9% | -45.8% | +14.3% |
| 1Y | +18.3% | +70.6% | -52.3% | +15.6% |
| All | +18.3% | +73.4% | -55.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling