+969.7%
AWK vs PEGA
+1,474.7%
-505.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | +3.3% | -1.6% | +1.4% |
| 30D | +5.6% | +17.7% | -12.2% | +3.8% |
| 3M | +15.9% | +5.8% | +10.1% | +14.8% |
| 6M | +4.6% | -20.3% | +24.8% | +6.2% |
| YTD | +10.1% | -37.1% | +47.2% | +14.1% |
| 1Y | +2.1% | -30.2% | +32.3% | +4.3% |
| 3Y | +9.8% | +48.1% | -38.3% | -1.0% |
| 5Y | -15.4% | -46.8% | +31.4% | -16.1% |
| 10Y | +129.4% | +191.3% | -61.9% | +84.3% |
| All | +969.7% | +1,474.7% | -505.0% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling