-76.7%
PCG vs AWK
+146.2%
-222.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | -1.1% | +1.2% | -2.3% | -1.8% |
| 30D | +0.1% | +15.8% | -15.7% | -8.1% |
| 3M | -24.4% | +11.0% | -35.4% | -29.1% |
| 6M | -17.7% | +21.0% | -38.6% | -26.5% |
| YTD | -17.4% | +16.7% | -34.1% | -25.1% |
| 1Y | -19.4% | +17.2% | -36.5% | -27.1% |
| 3Y | -18.6% | +29.2% | -47.8% | -32.7% |
| 5Y | +10.2% | -2.3% | +12.5% | +6.5% |
| 10Y | -76.7% | +150.5% | -227.2% | -87.3% |
| All | -76.7% | +146.2% | -222.9% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling