+48.5%
PPL vs AWK
-1.1%
+49.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | +0.4% | +4.1% | -3.7% | -1.7% |
| 30D | +5.4% | +18.0% | -12.5% | -3.6% |
| 3M | +4.3% | +12.2% | -7.9% | -2.2% |
| 6M | -1.3% | +21.2% | -22.6% | -11.4% |
| YTD | +4.7% | +17.6% | -12.9% | -4.7% |
| 1Y | +1.3% | +19.2% | -18.0% | -8.7% |
| 3Y | +57.2% | +26.7% | +30.5% | +34.1% |
| All | +48.5% | -1.1% | +49.6% | +38.5% |
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 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