+136.1%
AWK vs PTC
+196.2%
-60.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.5% |
| 7D | +0.6% | -13.6% | +14.2% | +2.8% |
| 30D | +4.3% | -14.7% | +18.9% | +6.7% |
| 3M | +12.5% | -5.9% | +18.4% | +13.1% |
| 6M | +3.3% | -21.1% | +24.4% | +6.6% |
| YTD | +9.8% | -26.0% | +35.8% | +14.2% |
| 1Y | +2.9% | -36.8% | +39.7% | +9.8% |
| 3Y | +9.6% | -10.3% | +19.9% | +7.9% |
| 5Y | -16.7% | +1.2% | -17.8% | -21.0% |
| 10Y | +136.1% | +198.3% | -62.2% | +82.5% |
| All | +136.1% | +196.2% | -60.1% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling