+1,581.2%
HWM vs PGR
+796.5%
+784.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -8.0% | -2.7% | -5.4% | -7.0% |
| 30D | -18.0% | +0.7% | -18.7% | -18.3% |
| 3M | -9.5% | +7.7% | -17.2% | -13.1% |
| 6M | -8.4% | +4.3% | -12.7% | -11.2% |
| YTD | +13.6% | +0.7% | +12.9% | +11.3% |
| 1Y | +30.2% | -5.7% | +35.9% | +30.8% |
| 3Y | +392.2% | +73.7% | +318.6% | +267.4% |
| 5Y | +645.2% | +158.4% | +486.8% | +340.1% |
| All | +1,581.2% | +796.5% | +784.7% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling