+82.6%
PPL vs AWK
+1,058.8%
-976.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.3% |
| 7D | +1.0% | +7.2% | -6.1% | -2.8% |
| 30D | +6.8% | +19.0% | -12.2% | -3.2% |
| 3M | +3.9% | +14.4% | -10.5% | -3.9% |
| 6M | -2.0% | +22.6% | -24.6% | -13.0% |
| YTD | +5.3% | +19.2% | -13.9% | -5.4% |
| 1Y | +2.2% | +19.6% | -17.4% | -8.4% |
| 3Y | +56.7% | +26.1% | +30.6% | +33.9% |
| 5Y | +49.1% | +0.1% | +49.0% | +43.5% |
| 10Y | +63.6% | +163.3% | -99.7% | -7.8% |
| All | +82.6% | +1,058.8% | -976.1% | -51.6% |
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