+272.5%
PM vs AWK
+157.1%
+115.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.2% | +14.3% | -17.5% | -8.2% |
| 3M | +6.2% | +10.3% | -4.1% | +2.1% |
| 6M | +7.7% | +18.9% | -11.3% | +0.4% |
| YTD | +27.3% | +17.7% | +9.6% | +18.9% |
| 1Y | +32.8% | +16.9% | +15.9% | +24.2% |
| 3Y | +150.0% | +32.2% | +117.8% | +119.4% |
| 5Y | +164.2% | -2.2% | +166.4% | +157.7% |
| All | +272.5% | +157.1% | +115.4% | +137.4% |
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