+11.0%
AWK vs PR
+73.2%
-62.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.2% |
| 7D | +1.7% | +2.9% | -1.2% | +1.9% |
| 30D | +5.6% | +18.0% | -12.5% | +6.6% |
| 3M | +15.9% | +16.9% | -1.0% | +17.0% |
| 6M | +4.6% | +28.2% | -23.6% | +6.3% |
| YTD | +10.1% | +69.3% | -59.3% | +13.8% |
| 1Y | +2.1% | +69.5% | -67.4% | +5.8% |
| All | +11.0% | +73.2% | -62.2% | +11.3% |
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