+741.5%
HWM vs PEG
+35.8%
+705.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -11.0% | -2.4% | -8.6% | -9.9% |
| 3M | +4.0% | -4.8% | +8.8% | +6.4% |
| 6M | -0.2% | -10.7% | +10.5% | +5.3% |
| YTD | +26.7% | -6.7% | +33.3% | +30.5% |
| 1Y | +44.7% | -6.8% | +51.6% | +48.9% |
| 3Y | +426.1% | +34.5% | +391.6% | +341.6% |
| All | +741.5% | +35.8% | +705.6% | +600.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling