+28.4%
PFE vs HWM
+5.1%
+23.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.7% |
| 30D | +5.3% | -2.7% | +8.0% | +5.5% |
| 3M | +10.1% | -22.7% | +32.9% | +12.3% |
| 6M | +18.0% | -18.9% | +37.0% | +19.5% |
| YTD | +25.8% | +7.1% | +18.7% | +23.5% |
| 1Y | +28.4% | +4.7% | +23.8% | +26.2% |
| All | +28.4% | +5.1% | +23.3% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling