+18.3%
AWK vs PFG
+41.5%
-23.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.5% |
| 7D | 0.0% | -2.2% | +2.3% | 0.0% |
| 30D | +15.5% | +6.4% | +9.2% | +15.7% |
| 3M | +10.0% | +2.2% | +7.8% | +9.8% |
| 6M | +20.4% | +16.3% | +4.2% | +23.0% |
| YTD | +17.1% | +33.2% | -16.2% | +21.2% |
| 1Y | +18.3% | +40.6% | -22.4% | +22.6% |
| All | +18.3% | +41.5% | -23.3% | +22.6% |
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