+70.8%
PAAS vs AWK
-1.1%
+71.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +8.4% | +4.1% | +4.3% | +7.1% |
| 30D | -7.2% | +18.0% | -25.2% | -12.1% |
| 3M | -14.0% | +12.2% | -26.2% | -17.3% |
| 6M | -26.8% | +21.2% | -48.0% | -31.6% |
| YTD | -19.8% | +17.6% | -37.3% | -25.0% |
| 1Y | +22.8% | +19.2% | +3.6% | +13.8% |
| 3Y | +183.6% | +26.7% | +156.9% | +145.2% |
| All | +70.8% | -1.1% | +71.9% | +70.2% |
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