+41.1%
PWR vs AWK
+19.4%
+21.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | +0.3% |
| 7D | +11.3% | +0.1% | +11.2% | +11.5% |
| 30D | -8.9% | +14.3% | -23.1% | -0.3% |
| 3M | -10.5% | +10.3% | -20.8% | -3.6% |
| 6M | -22.2% | +18.9% | -41.1% | -13.2% |
| YTD | +42.7% | +17.7% | +25.0% | +59.2% |
| 1Y | +41.1% | +16.9% | +24.3% | +56.8% |
| All | +41.1% | +19.4% | +21.7% | +56.8% |
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