+1,773.8%
HWM vs PPG
+45.8%
+1,728.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.5% |
| 7D | -2.1% | -1.5% | -0.6% | -1.2% |
| 30D | -11.0% | -5.0% | -6.0% | -8.2% |
| 3M | +4.0% | +1.1% | +2.9% | +2.3% |
| 6M | -0.2% | -3.2% | +2.9% | +0.2% |
| YTD | +26.7% | +11.9% | +14.8% | +14.4% |
| 1Y | +44.7% | +5.3% | +39.4% | +35.4% |
| 3Y | +426.1% | -15.0% | +441.1% | +453.7% |
| 5Y | +738.5% | -19.6% | +758.1% | +789.1% |
| All | +1,773.8% | +45.8% | +1,728.0% | +1,054.3% |
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 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