+144.0%
PSX vs AWK
+29.4%
+114.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -7.8% | +2.7% | -10.5% | -7.6% |
| 30D | -9.9% | +16.7% | -26.5% | -9.1% |
| 3M | +16.9% | +11.7% | +5.2% | +17.7% |
| 6M | +48.0% | +21.9% | +26.1% | +49.8% |
| YTD | +98.3% | +17.6% | +80.7% | +100.5% |
| 1Y | +86.2% | +19.8% | +66.4% | +88.4% |
| 3Y | +144.0% | +31.0% | +113.0% | +143.7% |
| All | +144.0% | +29.4% | +114.6% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling