+713.9%
PH vs AWK
+152.9%
+561.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.1% | +2.7% | -0.6% | +1.2% |
| 30D | +0.3% | +16.7% | -16.4% | -4.9% |
| 3M | -8.8% | +11.7% | -20.6% | -12.4% |
| 6M | +10.0% | +21.9% | -11.9% | +2.3% |
| YTD | +10.5% | +17.6% | -7.1% | +3.5% |
| 1Y | +15.5% | +19.8% | -4.3% | +7.3% |
| 3Y | +136.4% | +31.0% | +105.4% | +102.9% |
| 5Y | +213.6% | -3.0% | +216.6% | +203.9% |
| 10Y | +713.9% | +156.8% | +557.1% | +505.7% |
| All | +713.9% | +152.9% | +561.0% | +505.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling