+196.2%
PAAS vs AWK
+157.1%
+39.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -8.9% | +0.1% | -9.1% | -9.0% |
| 30D | -11.4% | +14.3% | -25.7% | -15.7% |
| 3M | -20.4% | +10.3% | -30.7% | -23.4% |
| 6M | -40.7% | +18.9% | -59.6% | -44.7% |
| YTD | -26.9% | +17.7% | -44.7% | -32.2% |
| 1Y | -3.1% | +16.9% | -19.9% | -10.0% |
| 3Y | +199.3% | +32.2% | +167.1% | +157.8% |
| 5Y | +48.3% | -2.2% | +50.5% | +44.4% |
| All | +196.2% | +157.1% | +39.1% | +72.1% |
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