+67.1%
PWR vs AWK
+1.9%
+65.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +4.4% |
| 7D | +4.2% | -2.1% | +6.3% | +3.1% |
| 30D | -4.0% | +2.1% | -6.1% | -2.9% |
| 3M | -4.8% | +11.4% | -16.1% | +0.2% |
| 6M | +14.6% | +3.9% | +10.7% | +17.9% |
| YTD | +54.2% | +7.7% | +46.5% | +61.1% |
| 1Y | +67.1% | +1.3% | +65.8% | +70.6% |
| All | +67.1% | +1.9% | +65.2% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling