+3.7%
AWK vs PFGC
-9.2%
+13.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -0.7% | -4.8% | +4.1% | 0.0% |
| 30D | +2.8% | -17.2% | +20.0% | +6.0% |
| 3M | +11.3% | -6.3% | +17.7% | +12.8% |
| 6M | +6.7% | +8.8% | -2.1% | +5.8% |
| YTD | +9.4% | +4.9% | +4.5% | +8.4% |
| 1Y | +3.7% | -9.5% | +13.2% | +5.9% |
| All | +3.7% | -9.2% | +13.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling