+136.1%
AWK vs PEGA
+170.9%
-34.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.2% |
| 7D | +0.6% | -6.1% | +6.7% | +1.2% |
| 30D | +4.3% | +6.4% | -2.1% | +3.6% |
| 3M | +12.5% | +2.9% | +9.6% | +11.8% |
| 6M | +3.3% | -23.8% | +27.1% | +5.5% |
| YTD | +9.8% | -41.1% | +50.8% | +14.6% |
| 1Y | +2.9% | -38.2% | +41.1% | +6.5% |
| 3Y | +9.6% | +49.8% | -40.2% | -4.5% |
| 5Y | -16.7% | -48.0% | +31.4% | -15.5% |
| 10Y | +136.1% | +173.1% | -37.1% | +80.5% |
| All | +136.1% | +170.9% | -34.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling