+67.9%
PPL vs AWK
+157.1%
-89.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.6% | +14.3% | -11.6% | -5.5% |
| 3M | +0.8% | +10.3% | -9.5% | -5.3% |
| 6M | +1.4% | +18.9% | -17.5% | -9.2% |
| YTD | +4.3% | +17.7% | -13.4% | -6.4% |
| 1Y | +0.8% | +16.9% | -16.1% | -9.3% |
| 3Y | +57.9% | +32.2% | +25.7% | +28.4% |
| 5Y | +48.3% | -2.2% | +50.5% | +44.3% |
| All | +67.9% | +157.1% | -89.2% | -13.5% |
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