+163.4%
AWK vs PR
+147.8%
+15.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.7% | +1.7% |
| 7D | +7.2% | -16.5% | +23.7% | +6.5% |
| 30D | +19.0% | -4.5% | +23.6% | +18.9% |
| 3M | +14.4% | +8.5% | +5.8% | +14.8% |
| 6M | +22.6% | -3.3% | +25.9% | +22.6% |
| YTD | +19.2% | +55.7% | -36.5% | +21.3% |
| 1Y | +19.6% | +82.0% | -62.5% | +22.3% |
| 3Y | +26.1% | +62.5% | -36.4% | +29.2% |
| 5Y | +0.1% | +223.9% | -223.8% | +6.2% |
| 10Y | +163.3% | +64.2% | +99.1% | +234.1% |
| All | +163.4% | +147.8% | +15.6% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling