+134.1%
PSX vs AWK
+9.6%
+124.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.8% | +2.2% | +0.7% | +2.9% |
| 30D | +27.8% | +4.4% | +23.3% | +28.0% |
| 3M | +42.0% | +15.4% | +26.7% | +43.0% |
| 6M | +58.1% | +3.5% | +54.6% | +58.4% |
| YTD | +105.0% | +9.8% | +95.2% | +106.0% |
| 1Y | +104.9% | +3.0% | +101.9% | +105.7% |
| 3Y | +134.1% | +9.7% | +124.4% | +121.5% |
| All | +134.1% | +9.6% | +124.5% | +121.5% |
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