+358.2%
PSX vs AWK
+152.1%
+206.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +6.4% | -3.2% | +9.6% | +7.1% |
| 30D | -10.2% | +13.5% | -23.7% | -12.5% |
| 3M | +17.2% | +9.4% | +7.8% | +14.9% |
| 6M | +51.8% | +16.4% | +35.4% | +46.8% |
| YTD | +108.0% | +15.4% | +92.6% | +100.9% |
| 1Y | +96.1% | +16.8% | +79.3% | +88.9% |
| 3Y | +155.9% | +28.6% | +127.3% | +135.3% |
| 5Y | +306.9% | -4.1% | +311.0% | +300.7% |
| All | +358.2% | +152.1% | +206.1% | +241.7% |
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