+1,516.2%
HWM vs PEG
+159.1%
+1,357.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -1.8% | +2.6% | -4.3% | -3.3% |
| 30D | -2.7% | +3.3% | -6.0% | -4.9% |
| 3M | -22.7% | +1.1% | -23.8% | -23.6% |
| 6M | -18.9% | -1.4% | -17.5% | -18.8% |
| YTD | +7.1% | -4.6% | +11.7% | +9.1% |
| 1Y | +4.7% | -7.2% | +11.9% | +8.6% |
| 3Y | +345.6% | +33.7% | +311.9% | +253.0% |
| 5Y | +588.3% | +40.8% | +547.4% | +415.1% |
| 10Y | +1,516.2% | +162.8% | +1,353.3% | +776.9% |
| All | +1,516.2% | +159.1% | +1,357.0% | +776.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling