+326.1%
HWM vs PFG
+72.1%
+254.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.3% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | -7.5% | +2.0% | -9.5% | -8.5% |
| 3M | -28.9% | -3.2% | -25.7% | -27.9% |
| 6M | -19.6% | +10.9% | -30.5% | -24.0% |
| YTD | +0.6% | +28.8% | -28.2% | -12.5% |
| 1Y | +0.3% | +39.2% | -38.8% | -16.6% |
| 3Y | +326.1% | +75.0% | +251.1% | +222.3% |
| All | +326.1% | +72.1% | +254.1% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling