+488.5%
PCAR vs AWK
+1,042.6%
-554.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | +0.1% | +4.1% | -4.0% | -1.5% |
| 30D | -4.6% | +18.0% | -22.6% | -10.5% |
| 3M | -22.6% | +12.2% | -34.8% | -26.1% |
| 6M | -12.0% | +21.2% | -33.2% | -18.8% |
| YTD | -6.1% | +17.6% | -23.6% | -12.7% |
| 1Y | +6.3% | +19.2% | -12.9% | -1.9% |
| 3Y | +31.8% | +26.7% | +5.1% | +15.1% |
| 5Y | +104.2% | -1.3% | +105.5% | +95.2% |
| 10Y | +302.9% | +159.7% | +143.3% | +116.9% |
| All | +488.5% | +1,042.6% | -554.0% | +5.2% |
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