+342.1%
HWM vs PFG
+82.7%
+259.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | +7.3% | +2.4% | +4.9% | +6.1% |
| 30D | +1.6% | +5.9% | -4.3% | -1.2% |
| 3M | -21.9% | -0.4% | -21.4% | -21.8% |
| 6M | -19.0% | +14.8% | -33.9% | -24.7% |
| YTD | +7.9% | +31.9% | -24.0% | -7.2% |
| 1Y | +9.9% | +38.8% | -28.9% | -8.2% |
| 3Y | +342.1% | +82.4% | +259.7% | +230.0% |
| All | +342.1% | +82.7% | +259.5% | +230.0% |
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