+26.7%
AWK vs PENG
+184.4%
-157.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -0.6% |
| 7D | +4.1% | -19.4% | +23.5% | +3.1% |
| 30D | +18.0% | -42.4% | +60.4% | +14.9% |
| 3M | +12.2% | -25.6% | +37.9% | +11.1% |
| 6M | +21.2% | +7.3% | +14.0% | +23.3% |
| YTD | +17.6% | +113.9% | -96.3% | +24.2% |
| 1Y | +19.2% | +93.6% | -74.3% | +25.4% |
| 3Y | +26.7% | +170.2% | -143.5% | +19.0% |
| All | +26.7% | +184.4% | -157.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling