+126.3%
PAAS vs AWK
-16.7%
+143.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +2.5% | +4.3% | -1.8% | +1.0% |
| 3M | +15.1% | +12.5% | +2.5% | +10.4% |
| 6M | -12.1% | +3.3% | -15.4% | -13.4% |
| YTD | +3.1% | +9.8% | -6.7% | -1.3% |
| 1Y | +50.8% | +2.9% | +47.9% | +47.9% |
| 3Y | +259.5% | +9.6% | +249.9% | +233.6% |
| 5Y | +126.3% | -16.7% | +143.0% | +125.7% |
| All | +126.3% | -16.7% | +143.1% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling