+1,559.5%
HWM vs PGR
+805.3%
+754.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -11.4% | -0.6% | -10.8% | -11.2% |
| 30D | -18.5% | +4.9% | -23.4% | -20.0% |
| 3M | -13.2% | +7.6% | -20.8% | -16.5% |
| 6M | -8.7% | +8.3% | -16.9% | -12.8% |
| YTD | +12.2% | +1.7% | +10.4% | +9.5% |
| 1Y | +24.9% | -6.8% | +31.8% | +26.2% |
| 3Y | +383.9% | +73.4% | +310.5% | +261.7% |
| 5Y | +646.1% | +161.2% | +484.9% | +338.8% |
| All | +1,559.5% | +805.3% | +754.2% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling