-2.7%
AWK vs PENG
+68.7%
-71.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.8% | -0.3% |
| 7D | 0.0% | +1.9% | -1.8% | +0.1% |
| 30D | +15.5% | -37.8% | +53.3% | +15.4% |
| 3M | +10.0% | -14.1% | +24.1% | +10.0% |
| 6M | +20.4% | +13.1% | +7.3% | +19.5% |
| YTD | +17.1% | +151.8% | -134.7% | +14.3% |
| 1Y | +18.3% | +136.0% | -117.7% | +15.5% |
| 3Y | +30.4% | +217.9% | -187.6% | +21.0% |
| 5Y | -2.7% | +64.1% | -66.7% | -11.5% |
| All | -2.7% | +68.7% | -71.3% | -11.5% |
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