-16.7%
AWK vs PEG
+33.9%
-50.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +4.3% | -1.7% | +6.0% | +5.3% |
| 3M | +12.5% | -6.8% | +19.3% | +17.1% |
| 6M | +3.3% | -11.4% | +14.7% | +10.3% |
| YTD | +9.8% | -7.2% | +17.0% | +14.1% |
| 1Y | +2.9% | -6.1% | +9.0% | +5.7% |
| 3Y | +9.6% | +31.8% | -22.2% | -16.4% |
| 5Y | -16.7% | +35.6% | -52.3% | -37.8% |
| All | -16.7% | +33.9% | -50.5% | -37.8% |
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