+150.5%
AWK vs PRU
+115.4%
+35.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +1.2% | +3.2% | -2.0% | +0.5% |
| 30D | +15.8% | +7.9% | +7.9% | +13.8% |
| 3M | +11.0% | +1.8% | +9.2% | +10.5% |
| 6M | +21.0% | +24.1% | -3.2% | +15.3% |
| YTD | +16.7% | +12.4% | +4.3% | +13.3% |
| 1Y | +17.2% | +20.9% | -3.8% | +11.8% |
| 3Y | +29.2% | +55.5% | -26.3% | +14.0% |
| 5Y | -2.3% | +42.7% | -45.0% | -13.0% |
| 10Y | +150.5% | +106.1% | +44.4% | +88.0% |
| All | +150.5% | +115.4% | +35.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling