+774.8%
PM vs AWK
+1,034.4%
-259.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -7.3% | +1.2% | -8.5% | -7.7% |
| 30D | -4.0% | +15.8% | -19.8% | -9.3% |
| 3M | +2.7% | +11.0% | -8.3% | -1.4% |
| 6M | +14.9% | +21.0% | -6.1% | +6.7% |
| YTD | +23.5% | +16.7% | +6.8% | +15.9% |
| 1Y | +30.4% | +17.2% | +13.2% | +22.0% |
| 3Y | +143.2% | +29.2% | +114.0% | +116.2% |
| 5Y | +159.5% | -2.3% | +161.8% | +152.8% |
| 10Y | +234.7% | +150.5% | +84.1% | +120.7% |
| All | +774.8% | +1,034.4% | -259.6% | +212.6% |
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 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