+376.3%
PSX vs AWK
+135.6%
+240.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +1.5% | -0.7% | +2.3% | +1.7% |
| 30D | +15.8% | +2.8% | +13.1% | +15.2% |
| 3M | +43.0% | +11.3% | +31.7% | +39.8% |
| 6M | +61.1% | +6.7% | +54.4% | +58.5% |
| YTD | +104.5% | +9.4% | +95.1% | +99.8% |
| 1Y | +102.5% | +3.7% | +98.8% | +99.8% |
| 3Y | +133.5% | +9.2% | +124.3% | +123.7% |
| 5Y | +367.0% | -15.7% | +382.7% | +377.0% |
| All | +376.3% | +135.6% | +240.7% | +251.0% |
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