+126.1%
AWK vs PRU
+139.4%
-13.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | +2.2% | +1.9% | +0.3% | +1.7% |
| 30D | +4.4% | -0.4% | +4.9% | +4.5% |
| 3M | +15.4% | +16.4% | -1.1% | +11.6% |
| 6M | +3.5% | +26.0% | -22.5% | -1.7% |
| YTD | +9.8% | +9.9% | -0.1% | +7.2% |
| 1Y | +3.0% | +18.8% | -15.8% | -1.3% |
| 3Y | +9.7% | +45.3% | -35.7% | -1.4% |
| 5Y | -17.2% | +45.6% | -62.7% | -26.6% |
| 10Y | +126.1% | +139.6% | -13.5% | +60.5% |
| All | +126.1% | +139.4% | -13.3% | +60.5% |
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