+536.9%
HWM vs PFGC
+121.6%
+415.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.3% |
| 7D | +3.3% | +8.5% | -5.2% | -1.3% |
| 30D | -7.6% | +15.0% | -22.6% | -14.2% |
| 3M | -28.9% | -6.2% | -22.7% | -27.4% |
| 6M | -19.7% | +15.7% | -35.4% | -26.3% |
| YTD | +0.5% | +19.6% | -19.0% | -9.7% |
| 1Y | +0.3% | +13.2% | -12.9% | -7.8% |
| 3Y | +325.8% | +77.0% | +248.9% | +212.2% |
| All | +536.9% | +121.6% | +415.3% | +299.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling