+1,520.0%
HWM vs PFGC
+363.4%
+1,156.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | +1.5% | +17.4% | -15.9% | -5.5% |
| 3M | -20.3% | -2.4% | -17.9% | -20.3% |
| 6M | -18.0% | +18.2% | -36.2% | -24.3% |
| YTD | +9.5% | +23.7% | -14.2% | -1.0% |
| 1Y | +7.5% | +15.0% | -7.5% | -0.2% |
| 3Y | +355.7% | +82.3% | +273.3% | +250.6% |
| 5Y | +610.2% | +131.9% | +478.3% | +386.3% |
| 10Y | +1,516.8% | +353.0% | +1,163.8% | +822.0% |
| All | +1,520.0% | +363.4% | +1,156.7% | +824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling