+2.1%
AWK vs PFG
+51.4%
-49.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | +1.7% | +5.5% | -3.8% | +2.1% |
| 30D | +5.6% | +2.4% | +3.2% | +5.6% |
| 3M | +15.9% | +13.6% | +2.3% | +17.6% |
| 6M | +4.6% | +27.9% | -23.3% | +8.6% |
| YTD | +10.1% | +35.6% | -25.5% | +14.5% |
| 1Y | +2.1% | +48.5% | -46.4% | +7.0% |
| All | +2.1% | +51.4% | -49.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling