+260.8%
PG vs AWK
+966.9%
-706.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -2.6% | +4.3% | -6.9% | -4.2% |
| 3M | -3.3% | +12.5% | -15.9% | -7.8% |
| 6M | -6.7% | +3.3% | -10.0% | -8.2% |
| YTD | +1.7% | +9.8% | -8.0% | -2.4% |
| 1Y | -7.9% | +2.9% | -10.8% | -9.6% |
| 3Y | +0.9% | +9.6% | -8.7% | -4.9% |
| 5Y | +12.6% | -16.7% | +29.3% | +17.2% |
| 10Y | +117.2% | +136.1% | -18.9% | +50.7% |
| All | +260.8% | +966.9% | -706.0% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling