+13.4%
PG vs AWK
-17.6%
+30.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | -0.8% | -2.1% | +1.3% | 0.0% |
| 30D | +0.8% | +2.1% | -1.2% | 0.0% |
| 3M | -1.3% | +11.4% | -12.7% | -5.3% |
| 6M | -3.8% | +3.9% | -7.7% | -5.5% |
| YTD | +3.6% | +7.7% | -4.1% | +0.3% |
| 1Y | -5.7% | +1.3% | -7.0% | -6.8% |
| 3Y | +1.6% | +7.2% | -5.6% | -2.5% |
| All | +13.4% | -17.6% | +30.9% | +16.2% |
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 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