+9.9%
HWM vs PPG
+28.6%
-18.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | +1.6% | +17.6% | -16.0% | -4.5% |
| 3M | -21.9% | +7.5% | -29.3% | -23.9% |
| 6M | -19.0% | +17.6% | -36.7% | -24.6% |
| YTD | +7.9% | +22.6% | -14.6% | -2.0% |
| 1Y | +9.9% | +28.0% | -18.1% | -0.6% |
| All | +9.9% | +28.6% | -18.7% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling