+3.7%
AWK vs PEG
-6.5%
+10.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | +2.8% | -2.8% | +5.5% | +3.9% |
| 3M | +11.3% | -6.9% | +18.3% | +14.6% |
| 6M | +6.7% | -11.4% | +18.1% | +11.2% |
| YTD | +9.4% | -7.4% | +16.8% | +13.5% |
| 1Y | +3.7% | -8.3% | +12.0% | +8.3% |
| All | +3.7% | -6.5% | +10.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling