+89.1%
PAAS vs AWK
+969.7%
-880.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.5% |
| 30D | +6.8% | +5.6% | +1.2% | +4.4% |
| 3M | -2.9% | +15.9% | -18.7% | -9.0% |
| 6M | -16.4% | +4.6% | -21.0% | -18.7% |
| YTD | 0.0% | +10.1% | -10.0% | -5.3% |
| 1Y | +54.3% | +2.1% | +52.2% | +50.1% |
| 3Y | +230.7% | +9.8% | +220.8% | +206.3% |
| 5Y | +111.6% | -15.4% | +127.0% | +118.0% |
| 10Y | +211.7% | +129.4% | +82.3% | +98.3% |
| All | +89.1% | +969.7% | -880.6% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling