+81.6%
PPL vs AWK
+1,042.6%
-961.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | +0.4% | +4.1% | -3.7% | -1.8% |
| 30D | +5.4% | +18.0% | -12.5% | -4.0% |
| 3M | +4.3% | +12.2% | -7.9% | -2.5% |
| 6M | -1.3% | +21.2% | -22.6% | -11.8% |
| YTD | +4.7% | +17.6% | -12.9% | -5.1% |
| 1Y | +1.3% | +19.2% | -18.0% | -9.1% |
| 3Y | +57.2% | +26.7% | +30.5% | +33.9% |
| 5Y | +48.2% | -1.3% | +49.6% | +43.9% |
| 10Y | +62.7% | +159.7% | -96.9% | -7.6% |
| All | +81.6% | +1,042.6% | -961.0% | -51.5% |
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 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