+1,572.1%
PH vs AWK
+1,037.8%
+534.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +6.9% | 0.0% | +6.9% | +6.8% |
| 30D | +1.7% | +15.5% | -13.8% | -4.9% |
| 3M | -8.1% | +10.0% | -18.1% | -12.4% |
| 6M | +11.5% | +20.4% | -8.9% | +1.8% |
| YTD | +11.4% | +17.1% | -5.7% | +2.3% |
| 1Y | +14.1% | +18.3% | -4.2% | +4.2% |
| 3Y | +138.2% | +30.4% | +107.9% | +98.3% |
| 5Y | +216.0% | -2.7% | +218.7% | +200.0% |
| 10Y | +710.0% | +154.7% | +555.3% | +339.2% |
| All | +1,572.1% | +1,037.8% | +534.3% | +233.1% |
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