+293.0%
PCAR vs AWK
+146.2%
+146.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | -2.1% | +15.8% | -17.9% | -5.5% |
| 3M | -20.4% | +11.0% | -31.4% | -22.4% |
| 6M | -7.0% | +21.0% | -28.0% | -11.4% |
| YTD | -2.6% | +16.7% | -19.4% | -6.7% |
| 1Y | +9.8% | +17.2% | -7.4% | +5.0% |
| 3Y | +37.3% | +29.2% | +8.1% | +25.4% |
| 5Y | +116.4% | -2.3% | +118.7% | +111.7% |
| 10Y | +293.0% | +150.5% | +142.4% | +228.2% |
| All | +293.0% | +146.2% | +146.7% | +228.2% |
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