+2,521.4%
PWR vs AWK
+132.0%
+2,389.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +5.5% |
| 7D | +4.2% | -2.1% | +6.3% | +4.7% |
| 30D | -4.0% | +2.1% | -6.1% | -4.6% |
| 3M | -4.8% | +11.4% | -16.1% | -7.5% |
| 6M | +14.6% | +3.9% | +10.7% | +12.9% |
| YTD | +54.2% | +7.7% | +46.5% | +50.2% |
| 1Y | +67.1% | +1.3% | +65.8% | +64.8% |
| 3Y | +218.5% | +7.2% | +211.3% | +199.9% |
| 5Y | +466.3% | -17.0% | +483.3% | +478.2% |
| All | +2,521.4% | +132.0% | +2,389.4% | +2,076.6% |
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