+211.8%
PM vs AWK
+128.1%
+83.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -0.2% | +4.3% | -4.4% | -1.8% |
| 3M | +4.9% | +12.5% | -7.6% | +0.1% |
| 6M | +9.0% | +3.3% | +5.7% | +7.5% |
| YTD | +17.8% | +9.8% | +8.0% | +13.2% |
| 1Y | +16.8% | +2.9% | +13.9% | +14.9% |
| 3Y | +125.4% | +9.6% | +115.8% | +113.0% |
| 5Y | +128.7% | -16.7% | +145.3% | +138.5% |
| 10Y | +211.8% | +136.1% | +75.7% | +100.0% |
| All | +211.8% | +128.1% | +83.8% | +100.0% |
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