-0.9%
AWK vs PEGA
-45.3%
+44.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.2% |
| 7D | +4.1% | -4.5% | +8.6% | +4.3% |
| 30D | +18.0% | -5.7% | +23.7% | +18.3% |
| 3M | +12.2% | +2.7% | +9.6% | +12.0% |
| 6M | +21.2% | -10.5% | +31.8% | +21.5% |
| YTD | +17.6% | -45.4% | +63.0% | +20.4% |
| 1Y | +19.2% | -44.7% | +64.0% | +21.9% |
| 3Y | +26.7% | +45.7% | -18.9% | +14.3% |
| All | -0.9% | -45.3% | +44.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling