+1,042.6%
AWK vs PRU
+214.2%
+828.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | +18.0% | +6.1% | +11.9% | +17.0% |
| 3M | +12.2% | -0.7% | +12.9% | +12.3% |
| 6M | +21.2% | +22.1% | -0.8% | +18.0% |
| YTD | +17.6% | +9.8% | +7.8% | +15.8% |
| 1Y | +19.2% | +19.4% | -0.1% | +16.1% |
| 3Y | +26.7% | +50.4% | -23.6% | +18.6% |
| 5Y | -1.3% | +37.2% | -38.5% | -7.0% |
| 10Y | +159.7% | +119.5% | +40.1% | +120.9% |
| All | +1,042.6% | +214.2% | +828.4% | +743.6% |
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