+1,497.0%
HWM vs PNR
+115.8%
+1,381.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | +7.3% | +0.3% | +7.0% | +7.1% |
| 30D | +1.6% | +31.7% | -30.1% | -15.7% |
| 3M | -21.9% | +2.6% | -24.5% | -24.0% |
| 6M | -19.0% | -6.4% | -12.7% | -18.2% |
| YTD | +7.9% | -33.4% | +41.4% | +34.7% |
| 1Y | +9.9% | -35.1% | +45.0% | +39.3% |
| 3Y | +342.1% | +17.1% | +325.0% | +254.8% |
| 5Y | +600.8% | -3.5% | +604.3% | +532.8% |
| 10Y | +1,493.8% | +100.2% | +1,393.6% | +616.9% |
| All | +1,497.0% | +115.8% | +1,381.2% | +587.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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