+9.3%
PCG vs AWK
-2.4%
+11.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +0.8% | +14.3% | -13.5% | -5.0% |
| 3M | -23.8% | +10.3% | -34.1% | -27.2% |
| 6M | -19.6% | +18.9% | -38.6% | -25.8% |
| YTD | -16.7% | +17.7% | -34.4% | -22.9% |
| 1Y | -19.4% | +16.9% | -36.2% | -25.2% |
| 3Y | -18.3% | +32.2% | -50.5% | -30.4% |
| All | +9.3% | -2.4% | +11.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling