+238.3%
AWK vs PFGC
+485.3%
-247.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | +15.5% | +17.4% | -1.9% | +13.9% |
| 3M | +10.0% | -2.4% | +12.4% | +10.1% |
| 6M | +20.4% | +18.2% | +2.2% | +18.7% |
| YTD | +17.1% | +23.7% | -6.6% | +14.7% |
| 1Y | +18.3% | +15.0% | +3.3% | +16.6% |
| 3Y | +30.4% | +82.3% | -52.0% | +23.2% |
| 5Y | -2.7% | +131.9% | -134.6% | -10.3% |
| 10Y | +154.7% | +353.0% | -198.3% | +137.9% |
| All | +238.3% | +485.3% | -247.0% | +205.1% |
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