+49.6%
PFE vs HWM
+1,636.6%
-1,587.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.2% |
| 7D | -4.7% | +1.6% | -6.3% | -5.0% |
| 30D | +3.4% | -3.9% | +7.3% | +3.7% |
| 3M | +9.2% | -23.2% | +32.5% | +12.7% |
| 6M | +15.8% | -20.0% | +35.8% | +18.6% |
| YTD | +23.4% | +5.7% | +17.7% | +21.2% |
| 1Y | +25.8% | +4.9% | +21.0% | +23.6% |
| 3Y | +17.8% | +347.0% | -329.1% | -8.5% |
| 5Y | -20.2% | +563.0% | -583.2% | -42.4% |
| 10Y | +49.6% | +1,579.2% | -1,529.6% | -11.2% |
| All | +49.6% | +1,636.6% | -1,587.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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