-19.6%
HWM vs PFG
+10.8%
-30.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | +3.4% | -0.6% | +4.0% | +3.8% |
| 30D | -7.5% | +2.0% | -9.5% | -7.7% |
| 3M | -28.9% | -3.2% | -25.7% | -28.2% |
| 6M | -19.6% | +10.9% | -30.5% | -18.2% |
| All | -19.6% | +10.8% | -30.4% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling