+72.9%
PBR vs AWK
+20.7%
+52.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.2% | -9.2% | -6.8% |
| 7D | -11.0% | +7.0% | -18.0% | -10.7% |
| 30D | -18.8% | +17.0% | -35.8% | -18.1% |
| 3M | +7.8% | +12.4% | -4.6% | +8.5% |
| 6M | -7.6% | +19.6% | -27.2% | -7.3% |
| YTD | +72.7% | +17.0% | +55.6% | +75.5% |
| 1Y | +72.9% | +20.0% | +52.9% | +74.6% |
| All | +72.9% | +20.7% | +52.3% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling