+24.9%
PBR vs AWK
+1,044.2%
-1,019.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.7% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -29.3% | +14.3% | -43.6% | -33.8% |
| 3M | +5.5% | +10.3% | -4.8% | +0.2% |
| 6M | -2.9% | +18.9% | -21.8% | -11.6% |
| YTD | +61.5% | +17.7% | +43.8% | +46.7% |
| 1Y | +46.9% | +16.9% | +30.0% | +33.7% |
| 3Y | +66.4% | +32.2% | +34.3% | +36.7% |
| 5Y | +460.3% | -2.2% | +462.5% | +423.6% |
| 10Y | +564.6% | +156.1% | +408.5% | +211.0% |
| All | +24.9% | +1,044.2% | -1,019.3% | -82.4% |
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