-5.1%
PCG vs AWK
+1.8%
-6.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | +1.7% | -15.6% | -14.4% |
| 30D | -16.9% | +5.6% | -22.4% | -18.7% |
| 3M | -14.7% | +15.9% | -30.6% | -19.8% |
| 6M | -23.8% | +4.6% | -28.4% | -25.7% |
| YTD | -10.5% | +10.1% | -20.6% | -14.3% |
| 1Y | -5.1% | +2.1% | -7.2% | -7.2% |
| All | -5.1% | +1.8% | -6.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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