+132.1%
AWK vs PEG
+148.3%
-16.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.2% |
| 30D | +2.8% | -2.8% | +5.5% | +4.6% |
| 3M | +11.3% | -6.9% | +18.3% | +16.4% |
| 6M | +6.7% | -11.4% | +18.1% | +14.8% |
| YTD | +9.4% | -7.4% | +16.8% | +14.2% |
| 1Y | +3.7% | -8.3% | +12.0% | +8.5% |
| 3Y | +9.2% | +31.5% | -22.3% | -13.9% |
| 5Y | -15.7% | +38.0% | -53.7% | -35.9% |
| All | +132.1% | +148.3% | -16.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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