+295.0%
PCAR vs AWK
+156.2%
+138.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +0.3% | +15.5% | -15.2% | -3.1% |
| 3M | -17.9% | +10.0% | -27.9% | -19.9% |
| 6M | -3.4% | +20.4% | -23.8% | -7.9% |
| YTD | -0.1% | +17.1% | -17.2% | -4.4% |
| 1Y | +13.4% | +18.3% | -4.8% | +8.2% |
| 3Y | +37.2% | +30.4% | +6.8% | +25.0% |
| 5Y | +117.3% | -2.7% | +120.0% | +112.9% |
| 10Y | +295.0% | +154.7% | +140.3% | +224.0% |
| All | +295.0% | +156.2% | +138.8% | +224.0% |
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