+23.2%
PFE vs HWM
+7.8%
+15.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | -3.0% | +5.0% | -7.9% | -3.2% |
| 30D | +5.2% | +1.5% | +3.7% | +5.1% |
| 3M | +12.2% | -20.3% | +32.6% | +14.3% |
| 6M | +17.8% | -18.0% | +35.8% | +19.3% |
| YTD | +26.2% | +9.5% | +16.7% | +23.3% |
| 1Y | +23.2% | +7.5% | +15.7% | +20.6% |
| All | +23.2% | +7.8% | +15.4% | +20.6% |
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