+38.8%
PYPL vs AWK
+128.1%
-89.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | +0.6% | -4.9% | -4.6% |
| 30D | -11.5% | +4.3% | -15.8% | -13.1% |
| 3M | +26.1% | +12.5% | +13.6% | +19.8% |
| 6M | +13.7% | +3.3% | +10.4% | +11.5% |
| YTD | -9.8% | +9.8% | -19.6% | -13.9% |
| 1Y | -22.1% | +2.9% | -25.0% | -23.7% |
| 3Y | -13.5% | +9.6% | -23.1% | -20.4% |
| 5Y | -81.6% | -16.7% | -65.0% | -80.9% |
| 10Y | +38.8% | +136.1% | -97.3% | -1.2% |
| All | +38.8% | +128.1% | -89.3% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling