+2,386.5%
PWR vs AWK
+969.7%
+1,416.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +3.6% | +1.7% | +1.9% | +2.9% |
| 30D | -8.6% | +5.6% | -14.1% | -10.7% |
| 3M | -13.2% | +15.9% | -29.0% | -19.0% |
| 6M | +9.9% | +4.6% | +5.3% | +6.5% |
| YTD | +48.0% | +10.1% | +38.0% | +39.9% |
| 1Y | +66.2% | +2.1% | +64.1% | +61.0% |
| 3Y | +195.1% | +9.8% | +185.3% | +164.6% |
| 5Y | +442.6% | -15.4% | +457.9% | +447.3% |
| 10Y | +2,334.2% | +129.4% | +2,204.8% | +1,198.1% |
| All | +2,386.5% | +969.7% | +1,416.8% | +322.0% |
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