-21.9%
PINS vs AWK
+68.2%
-90.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -6.2% | +1.2% | -7.4% | -6.5% |
| 30D | -10.9% | +15.8% | -26.7% | -15.2% |
| 3M | -19.5% | +11.0% | -30.5% | -22.4% |
| 6M | -10.4% | +21.0% | -31.4% | -16.3% |
| YTD | -26.4% | +16.7% | -43.1% | -31.1% |
| 1Y | -29.6% | +17.2% | -46.8% | -34.4% |
| 3Y | -39.0% | +29.2% | -68.2% | -49.7% |
| 5Y | -59.1% | -2.3% | -56.8% | -60.7% |
| All | -21.9% | +68.2% | -90.1% | -10.8% |
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