-21.0%
PCG vs AWK
+24.3%
-45.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -1.6% | +4.1% | -5.7% | -3.0% |
| 30D | +1.4% | +18.0% | -16.6% | -4.8% |
| 3M | -23.4% | +12.2% | -35.6% | -26.8% |
| 6M | -19.4% | +21.2% | -40.6% | -25.2% |
| YTD | -18.5% | +17.6% | -36.0% | -23.7% |
| 1Y | -19.5% | +19.2% | -38.8% | -25.1% |
| 3Y | -21.0% | +26.7% | -47.7% | -30.7% |
| All | -21.0% | +24.3% | -45.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling