+2,297.7%
PWR vs AWK
+1,044.2%
+1,253.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +11.3% | +0.1% | +11.2% | +11.2% |
| 30D | -8.9% | +14.3% | -23.1% | -14.1% |
| 3M | -10.5% | +10.3% | -20.8% | -14.8% |
| 6M | -22.2% | +18.9% | -41.1% | -28.7% |
| YTD | +42.7% | +17.7% | +25.0% | +30.3% |
| 1Y | +41.1% | +16.9% | +24.3% | +28.8% |
| 3Y | +242.7% | +32.2% | +210.6% | +179.4% |
| 5Y | +418.5% | -2.2% | +420.7% | +386.1% |
| 10Y | +1,855.0% | +156.1% | +1,698.8% | +881.1% |
| All | +2,297.7% | +1,044.2% | +1,253.5% | +293.0% |
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