+1,388.5%
HWM vs PEG
+143.0%
+1,245.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +3.4% | -2.3% | +5.6% | +4.8% |
| 30D | -7.5% | +1.2% | -8.8% | -8.5% |
| 3M | -28.9% | -2.4% | -26.5% | -28.2% |
| 6M | -19.6% | -6.9% | -12.8% | -16.7% |
| YTD | +0.6% | -7.2% | +7.8% | +4.3% |
| 1Y | +0.3% | -8.9% | +9.2% | +5.2% |
| 3Y | +326.1% | +27.1% | +299.0% | +249.7% |
| 5Y | +525.2% | +33.8% | +491.4% | +385.5% |
| 10Y | +1,492.9% | +150.2% | +1,342.7% | +817.1% |
| All | +1,388.5% | +143.0% | +1,245.5% | +757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling