+119.3%
AWK vs PENG
+762.7%
-643.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -0.3% |
| 7D | +1.7% | +4.5% | -2.8% | +1.6% |
| 30D | +5.6% | -7.1% | +12.7% | +5.7% |
| 3M | +15.9% | -27.3% | +43.1% | +16.2% |
| 6M | +4.6% | +169.6% | -165.0% | -0.3% |
| YTD | +10.1% | +164.6% | -154.6% | +4.9% |
| 1Y | +2.1% | +109.5% | -107.4% | -2.0% |
| 3Y | +9.8% | +98.9% | -89.1% | +3.2% |
| 5Y | -15.4% | +116.3% | -131.6% | -22.3% |
| All | +119.3% | +762.7% | -643.4% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling