-81.1%
PYPL vs AWK
-15.0%
-66.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +1.7% | +2.2% | -0.4% | +1.0% |
| 30D | -9.7% | +4.4% | -14.2% | -11.3% |
| 3M | +29.2% | +15.4% | +13.8% | +22.3% |
| 6M | +13.9% | +3.5% | +10.4% | +12.0% |
| YTD | -8.1% | +9.8% | -17.9% | -11.8% |
| 1Y | -21.4% | +3.0% | -24.4% | -22.8% |
| 3Y | -11.8% | +9.7% | -21.5% | -19.1% |
| 5Y | -81.1% | -17.2% | -64.0% | -81.6% |
| All | -81.1% | -15.0% | -66.1% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling