+622.3%
HWM vs PGR
+159.7%
+462.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -11.4% | -0.6% | -10.8% | -11.3% |
| 30D | -18.5% | +4.9% | -23.4% | -19.5% |
| 3M | -13.2% | +7.6% | -20.8% | -15.5% |
| 6M | -8.7% | +8.3% | -16.9% | -11.5% |
| YTD | +12.2% | +1.7% | +10.4% | +10.5% |
| 1Y | +24.9% | -6.8% | +31.8% | +26.6% |
| 3Y | +383.9% | +73.4% | +310.5% | +293.1% |
| All | +622.3% | +159.7% | +462.6% | +368.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling