+128.5%
AWK vs PPG
+26.9%
+101.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -2.1% | -6.2% | +4.1% | -0.6% |
| 30D | +2.1% | -7.9% | +10.0% | +4.2% |
| 3M | +11.4% | -10.2% | +21.6% | +14.2% |
| 6M | +3.9% | +2.7% | +1.3% | +2.4% |
| YTD | +7.7% | +4.9% | +2.8% | +5.0% |
| 1Y | +1.3% | -3.2% | +4.5% | +0.8% |
| 3Y | +7.2% | -17.0% | +24.2% | +10.3% |
| 5Y | -17.0% | -23.3% | +6.3% | -14.5% |
| All | +128.5% | +26.9% | +101.6% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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