+1,559.5%
HWM vs PPG
+36.7%
+1,522.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -11.4% | -6.2% | -5.2% | -7.5% |
| 30D | -18.5% | -7.9% | -10.5% | -13.8% |
| 3M | -13.2% | -10.2% | -3.0% | -7.6% |
| 6M | -8.7% | +2.7% | -11.3% | -11.7% |
| YTD | +12.2% | +4.9% | +7.3% | +5.9% |
| 1Y | +24.9% | -3.2% | +28.1% | +23.9% |
| 3Y | +383.9% | -17.0% | +400.9% | +416.0% |
| 5Y | +646.1% | -23.3% | +669.5% | +715.4% |
| All | +1,559.5% | +36.7% | +1,522.7% | +968.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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