+48.8%
PFE vs HWM
+1,487.1%
-1,438.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.7% | +7.3% | -9.0% | -2.6% |
| 30D | +0.3% | +1.6% | -1.2% | -0.1% |
| 3M | +9.4% | -21.9% | +31.2% | +12.6% |
| 6M | +14.9% | -19.0% | +33.9% | +17.5% |
| YTD | +23.8% | +7.9% | +15.9% | +21.3% |
| 1Y | +19.5% | +9.9% | +9.6% | +16.7% |
| 3Y | +21.0% | +342.1% | -321.1% | -5.7% |
| 5Y | -23.9% | +600.8% | -624.7% | -45.4% |
| All | +48.8% | +1,487.1% | -1,438.3% | -8.0% |
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