+60.6%
PFE vs HWM
+1,473.3%
-1,412.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.0% |
| 7D | -3.7% | +3.4% | -7.1% | -4.2% |
| 30D | +5.0% | -7.5% | +12.5% | +5.8% |
| 3M | +12.2% | -28.9% | +41.1% | +17.0% |
| 6M | +14.6% | -19.6% | +34.2% | +17.3% |
| YTD | +24.1% | +0.6% | +23.5% | +22.7% |
| 1Y | +26.6% | +0.3% | +26.2% | +25.1% |
| 3Y | +14.3% | +326.1% | -311.8% | -10.8% |
| 5Y | -21.9% | +525.2% | -547.1% | -43.3% |
| All | +60.6% | +1,473.3% | -1,412.7% | -4.3% |
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