-20.7%
PFE vs AWK
-15.4%
-5.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | +1.7% | 0.0% | +1.2% |
| 30D | +10.2% | +5.6% | +4.7% | +8.3% |
| 3M | +12.7% | +15.9% | -3.2% | +7.3% |
| 6M | +10.5% | +4.6% | +6.0% | +8.6% |
| YTD | +20.2% | +10.1% | +10.1% | +15.8% |
| 1Y | +24.1% | +2.1% | +22.0% | +22.4% |
| 3Y | -3.6% | +9.8% | -13.4% | -8.9% |
| All | -20.7% | -15.4% | -5.3% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling