+966.9%
AWK vs PPG
+390.0%
+576.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +0.6% | -3.7% | +4.3% | +1.6% |
| 30D | +4.3% | -7.2% | +11.5% | +6.3% |
| 3M | +12.5% | -7.3% | +19.9% | +14.4% |
| 6M | +3.3% | +0.3% | +3.0% | +2.4% |
| YTD | +9.8% | +6.5% | +3.2% | +6.6% |
| 1Y | +2.9% | +0.5% | +2.4% | +1.4% |
| 3Y | +9.6% | -15.3% | +24.9% | +11.8% |
| 5Y | -16.7% | -22.9% | +6.2% | -14.2% |
| 10Y | +136.1% | +28.4% | +107.7% | +103.2% |
| All | +966.9% | +390.0% | +576.8% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling