-2.3%
AWK vs PR
+219.1%
-221.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | +1.2% | -12.4% | +13.6% | +1.1% |
| 30D | +15.8% | -6.6% | +22.3% | +15.7% |
| 3M | +11.0% | +7.5% | +3.5% | +11.0% |
| 6M | +21.0% | +10.8% | +10.2% | +21.0% |
| YTD | +16.7% | +57.0% | -40.3% | +16.9% |
| 1Y | +17.2% | +67.9% | -50.8% | +17.4% |
| 3Y | +29.2% | +87.6% | -58.4% | +28.6% |
| 5Y | -2.3% | +220.4% | -222.7% | -2.3% |
| All | -2.3% | +219.1% | -221.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling