+46.4%
PPL vs AWK
-4.3%
+50.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | -2.2% | -3.2% | +1.0% | -0.5% |
| 30D | +1.7% | +13.5% | -11.8% | -5.1% |
| 3M | +0.1% | +9.4% | -9.3% | -4.8% |
| 6M | -1.5% | +16.4% | -17.9% | -9.6% |
| YTD | +3.0% | +15.4% | -12.5% | -5.4% |
| 1Y | -1.4% | +16.8% | -18.3% | -10.1% |
| 3Y | +53.5% | +28.6% | +24.9% | +29.6% |
| 5Y | +46.4% | -4.1% | +50.5% | +39.4% |
| All | +46.4% | -4.3% | +50.7% | +39.4% |
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 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