+20.9%
PFE vs HWM
+349.8%
-328.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | +5.3% | -2.7% | +8.0% | +5.4% |
| 3M | +10.1% | -22.7% | +32.9% | +11.7% |
| 6M | +18.0% | -18.9% | +37.0% | +19.2% |
| YTD | +25.8% | +7.1% | +18.7% | +24.8% |
| 1Y | +28.4% | +4.7% | +23.8% | +27.5% |
| 3Y | +20.9% | +345.6% | -324.7% | +4.3% |
| All | +20.9% | +349.8% | -328.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling