+542.7%
PBR vs AWK
-17.6%
+560.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +5.4% | -2.1% | +7.5% | +5.6% |
| 30D | +22.9% | +2.1% | +20.8% | +22.6% |
| 3M | +19.6% | +11.4% | +8.3% | +18.3% |
| 6M | +16.5% | +3.9% | +12.6% | +15.9% |
| YTD | +86.7% | +7.7% | +79.0% | +85.0% |
| 1Y | +74.7% | +1.3% | +73.4% | +74.2% |
| 3Y | +102.6% | +7.2% | +95.4% | +98.2% |
| All | +542.7% | -17.6% | +560.2% | +551.5% |
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