+1,573.3%
HWM vs PEG
+146.2%
+1,427.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.7% | -11.4% | -11.2% |
| 7D | -9.2% | +1.0% | -10.2% | -9.8% |
| 30D | -17.9% | -1.9% | -16.0% | -16.9% |
| 3M | -6.0% | -3.7% | -2.4% | -4.1% |
| 6M | -7.4% | -9.4% | +2.1% | -1.9% |
| YTD | +13.1% | -6.0% | +19.1% | +16.8% |
| 1Y | +29.3% | -4.4% | +33.7% | +31.5% |
| 3Y | +389.9% | +33.5% | +356.4% | +289.7% |
| 5Y | +655.5% | +35.7% | +619.8% | +483.1% |
| All | +1,573.3% | +146.2% | +1,427.1% | +860.6% |
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