+969.7%
AWK vs PFG
+301.6%
+668.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.7% | +5.5% | -3.8% | +1.0% |
| 30D | +5.6% | +2.4% | +3.2% | +5.2% |
| 3M | +15.9% | +13.6% | +2.3% | +13.8% |
| 6M | +4.6% | +27.9% | -23.3% | +1.0% |
| YTD | +10.1% | +35.6% | -25.5% | +5.3% |
| 1Y | +2.1% | +48.5% | -46.4% | -3.7% |
| 3Y | +9.8% | +66.9% | -57.0% | +1.2% |
| 5Y | -15.4% | +111.0% | -126.3% | -24.9% |
| 10Y | +129.4% | +244.5% | -115.1% | +83.7% |
| All | +969.7% | +301.6% | +668.0% | +659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling