-2.5%
PFE vs AWK
+10.2%
-12.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | +1.7% | 0.0% | +1.3% |
| 30D | +10.2% | +5.6% | +4.7% | +8.8% |
| 3M | +12.7% | +15.9% | -3.2% | +8.8% |
| 6M | +10.5% | +4.6% | +6.0% | +9.1% |
| YTD | +20.2% | +10.1% | +10.1% | +17.0% |
| 1Y | +24.1% | +2.1% | +22.0% | +23.0% |
| All | -2.5% | +10.2% | -12.7% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling