+1,112.1%
PSX vs AWK
+479.9%
+632.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.5% | +1.7% | +2.8% | +4.1% |
| 30D | +26.6% | +5.6% | +21.0% | +25.0% |
| 3M | +39.3% | +15.9% | +23.4% | +34.4% |
| 6M | +56.8% | +4.6% | +52.2% | +54.6% |
| YTD | +101.8% | +10.1% | +91.8% | +96.2% |
| 1Y | +99.6% | +2.1% | +97.5% | +97.3% |
| 3Y | +140.3% | +9.8% | +130.5% | +128.6% |
| 5Y | +339.3% | -15.4% | +354.7% | +346.6% |
| 10Y | +369.9% | +129.4% | +240.5% | +220.2% |
| All | +1,112.1% | +479.9% | +632.2% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling