+1,028.7%
AWK vs PEG
+243.9%
+784.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -2.6% | +2.3% | -4.9% | -3.8% |
| 30D | +14.2% | +6.1% | +8.0% | +10.6% |
| 3M | +10.0% | -0.5% | +10.6% | +10.1% |
| 6M | +17.1% | -3.2% | +20.2% | +18.8% |
| YTD | +16.1% | -4.4% | +20.5% | +18.3% |
| 1Y | +17.5% | -7.4% | +24.9% | +21.7% |
| 3Y | +29.3% | +33.9% | -4.6% | +7.0% |
| 5Y | -3.5% | +42.3% | -45.8% | -22.6% |
| 10Y | +152.7% | +166.4% | -13.7% | +48.1% |
| All | +1,028.7% | +243.9% | +784.8% | +444.7% |
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