+168.1%
PM vs AWK
-1.1%
+169.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -5.2% | +4.1% | -9.3% | -6.6% |
| 30D | +2.7% | +18.0% | -15.3% | -3.0% |
| 3M | +6.1% | +12.2% | -6.1% | +1.9% |
| 6M | +18.0% | +21.2% | -3.2% | +10.5% |
| YTD | +26.6% | +17.6% | +9.0% | +19.4% |
| 1Y | +36.7% | +19.2% | +17.5% | +28.3% |
| 3Y | +146.0% | +26.7% | +119.3% | +124.0% |
| All | +168.1% | -1.1% | +169.2% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling