+218.1%
AWK vs PFGC
+419.1%
-201.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | +5.6% | -11.9% | +17.5% | +6.6% |
| 3M | +15.9% | +5.0% | +10.9% | +15.4% |
| 6M | +4.6% | +8.6% | -4.0% | +3.8% |
| YTD | +10.1% | +9.7% | +0.4% | +9.0% |
| 1Y | +2.1% | -6.3% | +8.4% | +2.4% |
| 3Y | +9.8% | +58.2% | -48.4% | +5.1% |
| 5Y | -15.4% | +110.4% | -125.8% | -21.3% |
| 10Y | +129.4% | +272.8% | -143.3% | +118.1% |
| All | +218.1% | +419.1% | -201.0% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling