-17.5%
PINS vs AWK
+58.2%
-75.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -5.2% | +2.2% | -7.4% | -5.9% |
| 30D | -14.9% | +4.4% | -19.4% | -16.2% |
| 3M | -8.4% | +15.4% | -23.8% | -12.8% |
| 6M | +0.6% | +3.5% | -2.9% | -1.1% |
| YTD | -22.2% | +9.8% | -32.0% | -25.7% |
| 1Y | -46.9% | +3.0% | -49.9% | -48.3% |
| 3Y | -26.9% | +9.7% | -36.5% | -34.6% |
| 5Y | -63.0% | -17.2% | -45.8% | -61.4% |
| All | -17.5% | +58.2% | -75.7% | -3.7% |
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