+156.8%
AWK vs PEGA
+92.7%
+64.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +2.7% | -8.2% | +10.9% | +3.6% |
| 30D | +16.7% | -11.6% | +28.2% | +18.0% |
| 3M | +11.7% | -4.2% | +15.9% | +12.0% |
| 6M | +21.9% | -12.0% | +33.9% | +22.7% |
| YTD | +17.6% | -46.9% | +64.5% | +24.0% |
| 1Y | +19.8% | -47.0% | +66.8% | +26.2% |
| 3Y | +31.0% | +40.9% | -9.9% | +14.1% |
| 5Y | -3.0% | -45.4% | +42.4% | -3.5% |
| 10Y | +156.8% | +95.9% | +60.9% | +111.7% |
| All | +156.8% | +92.7% | +64.1% | +111.7% |
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