+32.2%
AWK vs PTC
+29.1%
+3.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.1% | +0.5% | -0.3% | +0.1% |
| 30D | +14.3% | +1.2% | +13.0% | +14.3% |
| 3M | +10.3% | +27.4% | -17.1% | +10.5% |
| 6M | +18.9% | +39.2% | -20.2% | +18.7% |
| YTD | +17.7% | +12.5% | +5.2% | +17.6% |
| 1Y | +16.9% | +12.3% | +4.6% | +16.7% |
| 3Y | +32.2% | +28.8% | +3.4% | +26.3% |
| All | +32.2% | +29.1% | +3.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling