-16.4%
PINS vs AWK
+58.6%
-75.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -12.0% | +1.7% | -13.8% | -12.5% |
| 30D | -12.7% | +5.6% | -18.2% | -14.2% |
| 3M | -5.5% | +15.9% | -21.4% | -10.2% |
| 6M | +5.3% | +4.6% | +0.7% | +3.0% |
| YTD | -21.2% | +10.1% | -31.3% | -24.8% |
| 1Y | -45.0% | +2.1% | -47.1% | -46.3% |
| 3Y | -26.2% | +9.8% | -36.1% | -34.0% |
| 5Y | -64.0% | -15.4% | -48.6% | -62.9% |
| All | -16.4% | +58.6% | -75.0% | -2.5% |
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 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