-0.9%
AWK vs PENG
+42.1%
-43.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -1.2% |
| 7D | +4.1% | -19.4% | +23.5% | +3.9% |
| 30D | +18.0% | -42.4% | +60.4% | +17.5% |
| 3M | +12.2% | -25.6% | +37.9% | +11.9% |
| 6M | +21.2% | +7.3% | +14.0% | +19.8% |
| YTD | +17.6% | +113.9% | -96.3% | +14.5% |
| 1Y | +19.2% | +93.6% | -74.3% | +16.4% |
| 3Y | +26.7% | +170.2% | -143.5% | +17.4% |
| All | -0.9% | +42.1% | -43.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling