+155.1%
AWK vs PFGC
+346.1%
-191.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -2.6% | +0.3% | -2.8% | -2.6% |
| 30D | +14.2% | +16.1% | -2.0% | +12.7% |
| 3M | +10.0% | +2.4% | +7.7% | +9.7% |
| 6M | +17.1% | +15.7% | +1.4% | +15.6% |
| YTD | +16.1% | +22.3% | -6.2% | +14.0% |
| 1Y | +17.5% | +13.9% | +3.7% | +16.0% |
| 3Y | +29.3% | +80.3% | -51.0% | +22.5% |
| 5Y | -3.5% | +136.1% | -139.6% | -10.9% |
| All | +155.1% | +346.1% | -191.0% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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