+2.1%
AWK vs PTC
-33.3%
+35.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.2% |
| 7D | +1.7% | -10.3% | +12.0% | +2.3% |
| 30D | +5.6% | +1.1% | +4.4% | +5.5% |
| 3M | +15.9% | +1.6% | +14.3% | +15.1% |
| 6M | +4.6% | -13.5% | +18.0% | +4.5% |
| YTD | +10.1% | -19.1% | +29.1% | +10.0% |
| 1Y | +2.1% | -33.9% | +36.0% | +2.6% |
| All | +2.1% | -33.3% | +35.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling