+969.7%
AWK vs PRU
+221.6%
+748.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | +1.9% | -0.1% | +1.5% |
| 30D | +5.6% | +2.7% | +2.9% | +5.2% |
| 3M | +15.9% | +19.5% | -3.6% | +13.1% |
| 6M | +4.6% | +26.6% | -22.1% | +1.2% |
| YTD | +10.1% | +12.3% | -2.3% | +8.1% |
| 1Y | +2.1% | +18.0% | -16.0% | -0.5% |
| 3Y | +9.8% | +47.0% | -37.2% | +3.2% |
| 5Y | -15.4% | +48.4% | -63.8% | -21.1% |
| 10Y | +129.4% | +142.4% | -13.0% | +93.0% |
| All | +969.7% | +221.6% | +748.1% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling