+19.8%
AWK vs PTC
+10.9%
+8.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | +16.7% | +1.1% | +15.6% | +16.7% |
| 3M | +11.7% | +30.1% | -18.4% | +12.2% |
| 6M | +21.9% | +34.0% | -12.1% | +21.2% |
| YTD | +17.6% | +12.8% | +4.8% | +17.1% |
| 1Y | +19.8% | +10.7% | +9.1% | +19.2% |
| All | +19.8% | +10.9% | +8.9% | +19.2% |
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