-21.5%
PFE vs AWK
-1.1%
-20.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -3.7% | +4.1% | -7.8% | -4.9% |
| 30D | +5.0% | +18.0% | -13.0% | -0.4% |
| 3M | +12.2% | +12.2% | 0.0% | +8.0% |
| 6M | +14.6% | +21.2% | -6.7% | +7.5% |
| YTD | +24.1% | +17.6% | +6.6% | +17.1% |
| 1Y | +26.6% | +19.2% | +7.3% | +18.8% |
| 3Y | +14.3% | +26.7% | -12.4% | +2.5% |
| All | -21.5% | -1.1% | -20.4% | -15.9% |
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