+21.1%
PFE vs AWK
+1.1%
+20.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.7% | +2.2% | -4.8% | -3.0% |
| 30D | +3.8% | +4.4% | -0.6% | +3.2% |
| 3M | +10.4% | +15.4% | -5.0% | +8.5% |
| 6M | +6.3% | +3.5% | +2.7% | +5.6% |
| YTD | +17.4% | +9.8% | +7.6% | +15.9% |
| 1Y | +21.1% | +3.0% | +18.1% | +19.7% |
| All | +21.1% | +1.1% | +20.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling