+1,497.0%
HWM vs PPG
+59.8%
+1,437.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | +0.7% | +6.6% | +6.8% |
| 30D | +1.6% | +17.6% | -16.0% | -9.2% |
| 3M | -21.9% | +7.5% | -29.3% | -25.9% |
| 6M | -19.0% | +17.6% | -36.7% | -28.5% |
| YTD | +7.9% | +22.6% | -14.6% | -8.6% |
| 1Y | +9.9% | +28.0% | -18.1% | -9.8% |
| 3Y | +342.1% | +1.8% | +340.3% | +308.9% |
| 5Y | +600.8% | -15.5% | +616.3% | +624.9% |
| 10Y | +1,493.8% | +54.9% | +1,438.9% | +844.0% |
| All | +1,497.0% | +59.8% | +1,437.3% | +822.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling