-3.5%
AWK vs PEG
+42.5%
-45.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -2.6% | +2.3% | -4.9% | -3.9% |
| 30D | +14.2% | +6.1% | +8.0% | +10.4% |
| 3M | +10.0% | -0.5% | +10.6% | +10.2% |
| 6M | +17.1% | -3.2% | +20.2% | +19.0% |
| YTD | +16.1% | -4.4% | +20.5% | +18.5% |
| 1Y | +17.5% | -7.4% | +24.9% | +22.0% |
| 3Y | +29.3% | +33.9% | -4.6% | -2.4% |
| 5Y | -3.5% | +42.3% | -45.8% | -31.0% |
| All | -3.5% | +42.5% | -45.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling