+4.7%
HWM vs PFGC
+11.2%
-6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -1.8% | +15.0% | -16.8% | -5.6% |
| 30D | -2.7% | +17.0% | -19.7% | -7.4% |
| 3M | -22.7% | -2.5% | -20.3% | -21.4% |
| 6M | -18.9% | +19.2% | -38.1% | -25.2% |
| YTD | +7.1% | +23.4% | -16.4% | -2.9% |
| 1Y | +4.7% | +13.9% | -9.2% | -4.0% |
| All | +4.7% | +11.2% | -6.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling