+259.2%
PEP vs AWK
+1,034.4%
-775.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | +12.6% | +15.8% | -3.2% | +6.2% |
| 3M | +3.1% | +11.0% | -7.9% | -1.1% |
| 6M | -6.3% | +21.0% | -27.3% | -13.3% |
| YTD | +1.9% | +16.7% | -14.8% | -4.8% |
| 1Y | +3.3% | +17.2% | -13.9% | -3.7% |
| 3Y | -4.8% | +29.2% | -34.0% | -15.9% |
| 5Y | +2.0% | -2.3% | +4.3% | -0.3% |
| 10Y | +80.3% | +150.5% | -70.2% | +25.5% |
| All | +259.2% | +1,034.4% | -775.2% | +50.5% |
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