+186.4%
PAAS vs AWK
+146.2%
+40.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +8.8% | +1.2% | +7.6% | +8.4% |
| 30D | -8.5% | +15.8% | -24.2% | -13.3% |
| 3M | -17.0% | +11.0% | -28.0% | -20.3% |
| 6M | -27.9% | +21.0% | -48.9% | -33.1% |
| YTD | -17.5% | +16.7% | -34.2% | -23.2% |
| 1Y | +22.8% | +17.2% | +5.7% | +13.8% |
| 3Y | +224.2% | +29.2% | +195.0% | +181.9% |
| 5Y | +73.6% | -2.3% | +75.9% | +69.1% |
| 10Y | +186.4% | +150.5% | +35.8% | +70.8% |
| All | +186.4% | +146.2% | +40.1% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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