+140.8%
PH vs AWK
+9.6%
+131.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +2.2% | -1.8% | +0.4% |
| 30D | -10.8% | +4.4% | -15.2% | -10.8% |
| 3M | +8.5% | +15.4% | -6.9% | +8.4% |
| 6M | +3.9% | +3.5% | +0.4% | +3.8% |
| YTD | +9.4% | +9.8% | -0.4% | +9.3% |
| 1Y | +26.8% | +3.0% | +23.8% | +26.5% |
| 3Y | +140.8% | +9.7% | +131.1% | +123.5% |
| All | +140.8% | +9.6% | +131.2% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling