+1,091.2%
PSX vs AWK
+519.7%
+571.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -7.8% | +2.7% | -10.5% | -8.4% |
| 30D | -9.9% | +16.7% | -26.5% | -13.1% |
| 3M | +16.9% | +11.7% | +5.2% | +13.8% |
| 6M | +48.0% | +21.9% | +26.1% | +40.8% |
| YTD | +98.3% | +17.6% | +80.7% | +89.6% |
| 1Y | +86.2% | +19.8% | +66.4% | +77.1% |
| 3Y | +144.0% | +31.0% | +113.0% | +121.0% |
| 5Y | +287.7% | -3.0% | +290.7% | +278.8% |
| 10Y | +338.3% | +156.8% | +181.5% | +188.6% |
| All | +1,091.2% | +519.7% | +571.5% | +421.5% |
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 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