+719.8%
PM vs AWK
+969.7%
-249.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.5% |
| 30D | -3.4% | +5.6% | -9.0% | -5.4% |
| 3M | +5.2% | +15.9% | -10.7% | -0.6% |
| 6M | +3.7% | +4.6% | -0.9% | +1.8% |
| YTD | +15.8% | +10.1% | +5.7% | +11.3% |
| 1Y | +17.4% | +2.1% | +15.3% | +15.8% |
| 3Y | +116.9% | +9.8% | +107.1% | +105.2% |
| 5Y | +117.3% | -15.4% | +132.7% | +123.9% |
| 10Y | +193.8% | +129.4% | +64.4% | +100.5% |
| All | +719.8% | +969.7% | -249.9% | +200.0% |
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 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