+359.1%
PCAR vs AWK
+126.2%
+232.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | 0.0% | +2.2% | -2.1% | -0.5% |
| 30D | -7.7% | +4.4% | -12.2% | -8.7% |
| 3M | +3.7% | +15.4% | -11.7% | 0.0% |
| 6M | +2.3% | +3.5% | -1.2% | +1.2% |
| YTD | +12.8% | +9.8% | +3.0% | +9.7% |
| 1Y | +27.8% | +3.0% | +24.8% | +26.1% |
| 3Y | +61.8% | +9.7% | +52.1% | +54.5% |
| 5Y | +168.2% | -17.2% | +185.4% | +174.2% |
| 10Y | +359.1% | +126.1% | +233.0% | +281.0% |
| All | +359.1% | +126.2% | +232.9% | +281.0% |
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