+128.5%
AWK vs PFG
+251.1%
-122.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | +2.1% | +2.9% | -0.8% | +1.4% |
| 3M | +11.4% | +6.7% | +4.7% | +9.8% |
| 6M | +3.9% | +33.8% | -29.9% | -2.2% |
| YTD | +7.7% | +35.0% | -27.3% | +0.9% |
| 1Y | +1.3% | +46.4% | -45.1% | -6.9% |
| 3Y | +7.2% | +71.7% | -64.5% | -6.2% |
| 5Y | -17.0% | +113.7% | -130.7% | -31.4% |
| All | +128.5% | +251.1% | -122.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling