+41.8%
PBR vs AWK
+967.2%
-925.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | +2.5% | +2.2% | +0.3% | +1.4% |
| 30D | +19.4% | +4.4% | +14.9% | +16.7% |
| 3M | +20.8% | +15.4% | +5.4% | +12.0% |
| 6M | +23.5% | +3.5% | +20.0% | +20.3% |
| YTD | +83.4% | +9.8% | +73.6% | +72.9% |
| 1Y | +77.6% | +3.0% | +74.6% | +71.9% |
| 3Y | +99.9% | +9.7% | +90.2% | +81.1% |
| 5Y | +567.7% | -17.2% | +584.9% | +584.5% |
| 10Y | +621.5% | +126.1% | +495.4% | +265.3% |
| All | +41.8% | +967.2% | -925.4% | -79.2% |
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 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