+248.4%
PEP vs AWK
+969.7%
-721.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +1.7% | -3.1% | -2.1% |
| 30D | +0.2% | +5.6% | -5.3% | -1.9% |
| 3M | -1.1% | +15.9% | -17.0% | -6.8% |
| 6M | -13.5% | +4.6% | -18.1% | -15.2% |
| YTD | -1.2% | +10.1% | -11.2% | -5.4% |
| 1Y | -1.6% | +2.1% | -3.7% | -3.0% |
| 3Y | -12.5% | +9.8% | -22.4% | -17.5% |
| 5Y | +3.0% | -15.4% | +18.4% | +6.6% |
| 10Y | +73.9% | +129.4% | -55.5% | +25.0% |
| All | +248.4% | +969.7% | -721.2% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling