+655.5%
HWM vs PFG
+110.7%
+544.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.4% | -9.3% | -9.9% |
| 7D | -9.2% | +6.0% | -15.2% | -12.2% |
| 30D | -17.9% | +2.2% | -20.1% | -18.9% |
| 3M | -6.0% | +10.4% | -16.4% | -11.6% |
| 6M | -7.4% | +27.8% | -35.1% | -20.1% |
| YTD | +13.1% | +33.6% | -20.5% | -5.6% |
| 1Y | +29.3% | +49.3% | -20.0% | +0.3% |
| 3Y | +389.9% | +69.7% | +320.2% | +242.9% |
| 5Y | +655.5% | +111.3% | +544.2% | +331.4% |
| All | +655.5% | +110.7% | +544.8% | +331.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling