+1,044.2%
AWK vs PEG
+248.9%
+795.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.6% |
| 7D | +0.1% | +4.5% | -4.4% | -2.2% |
| 30D | +14.3% | +7.5% | +6.7% | +9.9% |
| 3M | +10.3% | +0.8% | +9.4% | +9.6% |
| 6M | +18.9% | 0.0% | +18.9% | +18.7% |
| YTD | +17.7% | -3.0% | +20.8% | +19.1% |
| 1Y | +16.9% | -4.7% | +21.6% | +19.2% |
| 3Y | +32.2% | +36.5% | -4.3% | +8.3% |
| 5Y | -2.2% | +44.4% | -46.5% | -22.1% |
| 10Y | +156.1% | +170.2% | -14.1% | +49.0% |
| All | +1,044.2% | +248.9% | +795.3% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling