+2,321.3%
PWR vs AWK
+1,037.8%
+1,283.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.4% |
| 7D | +4.7% | 0.0% | +4.7% | +4.5% |
| 30D | -12.5% | +15.5% | -28.0% | -17.9% |
| 3M | -9.3% | +10.0% | -19.3% | -13.6% |
| 6M | -22.2% | +20.4% | -42.6% | -29.1% |
| YTD | +44.2% | +17.1% | +27.1% | +31.9% |
| 1Y | +35.5% | +18.3% | +17.3% | +23.0% |
| 3Y | +250.4% | +30.4% | +220.1% | +187.5% |
| 5Y | +425.6% | -2.7% | +428.3% | +393.7% |
| 10Y | +1,874.2% | +154.7% | +1,719.5% | +893.0% |
| All | +2,321.3% | +1,037.8% | +1,283.5% | +297.7% |
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