+261.3%
PEP vs AWK
+1,058.8%
-797.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.5% |
| 7D | +6.7% | +7.2% | -0.5% | +3.8% |
| 30D | +13.5% | +19.0% | -5.5% | +5.8% |
| 3M | +3.9% | +14.4% | -10.4% | -1.6% |
| 6M | -6.0% | +22.6% | -28.6% | -13.5% |
| YTD | +2.5% | +19.2% | -16.8% | -5.0% |
| 1Y | +3.9% | +19.6% | -15.6% | -3.9% |
| 3Y | -4.7% | +26.1% | -30.7% | -14.9% |
| 5Y | +1.1% | +0.1% | +1.0% | -2.1% |
| 10Y | +83.8% | +163.3% | -79.5% | +25.8% |
| All | +261.3% | +1,058.8% | -797.5% | +50.1% |
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