+15.8%
PFE vs HWM
-30.5%
+46.3%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +3.0% | -3.1% |
| 7D | -0.2% | -2.4% | +2.2% | -0.4% |
| 30D | +8.7% | -13.3% | +21.9% | +8.5% |
| 3M | +15.8% | -31.0% | +46.8% | +14.8% |
| All | +15.8% | -30.5% | +46.3% | +14.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling