+358.2%
PSX vs AWK
+153.6%
+204.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +6.4% | -2.6% | +9.0% | +6.9% |
| 30D | -10.2% | +14.2% | -24.3% | -12.6% |
| 3M | +17.2% | +10.0% | +7.1% | +14.8% |
| 6M | +51.8% | +17.1% | +34.7% | +46.7% |
| YTD | +108.0% | +16.1% | +91.9% | +100.6% |
| 1Y | +96.1% | +17.5% | +78.6% | +88.6% |
| 3Y | +155.9% | +29.3% | +126.5% | +135.0% |
| 5Y | +306.9% | -3.5% | +310.4% | +300.2% |
| All | +358.2% | +153.6% | +204.6% | +241.3% |
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