+969.7%
AWK vs PTC
+773.7%
+195.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.9% |
| 7D | +1.7% | -10.3% | +12.0% | +3.5% |
| 30D | +5.6% | +1.1% | +4.4% | +5.2% |
| 3M | +15.9% | +1.6% | +14.3% | +15.0% |
| 6M | +4.6% | -13.5% | +18.0% | +6.4% |
| YTD | +10.1% | -19.1% | +29.1% | +13.1% |
| 1Y | +2.1% | -33.9% | +36.0% | +8.5% |
| 3Y | +9.8% | -3.9% | +13.8% | +7.5% |
| 5Y | -15.4% | +6.0% | -21.4% | -19.8% |
| 10Y | +129.4% | +223.7% | -94.3% | +69.1% |
| All | +969.7% | +773.7% | +195.9% | +488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling