+26.7%
AWK vs PR
+64.2%
-37.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.3% |
| 7D | +4.1% | -16.4% | +20.5% | +2.9% |
| 30D | +18.0% | -1.9% | +19.9% | +17.8% |
| 3M | +12.2% | +8.0% | +4.3% | +12.9% |
| 6M | +21.2% | +4.1% | +17.1% | +21.7% |
| YTD | +17.6% | +58.7% | -41.1% | +21.9% |
| 1Y | +19.2% | +75.8% | -56.6% | +24.7% |
| 3Y | +26.7% | +73.2% | -46.4% | +28.9% |
| All | +26.7% | +64.2% | -37.5% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling