+18.9%
AWK vs PEG
-1.1%
+20.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.6% |
| 7D | +0.1% | +4.5% | -4.4% | -2.3% |
| 30D | +14.3% | +7.5% | +6.7% | +9.6% |
| 3M | +10.3% | +0.8% | +9.4% | +10.9% |
| 6M | +18.9% | 0.0% | +18.9% | +20.9% |
| All | +18.9% | -1.1% | +20.0% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling