+1,773.8%
HWM vs PFG
+207.3%
+1,566.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.6% |
| 7D | -2.1% | +5.5% | -7.6% | -6.0% |
| 30D | -11.0% | +2.4% | -13.4% | -12.6% |
| 3M | +4.0% | +13.6% | -9.5% | -5.8% |
| 6M | -0.2% | +27.9% | -28.1% | -17.4% |
| YTD | +26.7% | +35.6% | -8.9% | -0.2% |
| 1Y | +44.7% | +48.5% | -3.7% | +5.8% |
| 3Y | +426.1% | +66.9% | +359.2% | +242.4% |
| 5Y | +738.5% | +111.0% | +627.6% | +336.9% |
| All | +1,773.8% | +207.3% | +1,566.5% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling