+662.0%
PBR vs AWK
+132.0%
+530.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +5.4% | -2.1% | +7.5% | +6.0% |
| 30D | +22.9% | +2.1% | +20.8% | +22.0% |
| 3M | +19.6% | +11.4% | +8.3% | +15.4% |
| 6M | +16.5% | +3.9% | +12.6% | +14.5% |
| YTD | +86.7% | +7.7% | +79.0% | +81.1% |
| 1Y | +74.7% | +1.3% | +73.4% | +72.4% |
| 3Y | +102.6% | +7.2% | +95.4% | +92.2% |
| 5Y | +566.6% | -17.0% | +583.6% | +589.5% |
| All | +662.0% | +132.0% | +530.0% | +442.2% |
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 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