-24.0%
PFE vs HWM
+606.1%
-630.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.1% | +11.1% | -13.2% | -2.9% |
| 30D | +3.1% | +3.0% | +0.1% | +2.8% |
| 3M | +11.2% | -20.7% | +31.9% | +13.0% |
| 6M | +15.0% | -17.2% | +32.2% | +16.4% |
| YTD | +23.5% | +9.1% | +14.5% | +21.9% |
| 1Y | +18.9% | +9.0% | +9.9% | +17.3% |
| 3Y | +18.7% | +353.8% | -335.1% | +0.4% |
| 5Y | -24.0% | +608.0% | -632.1% | -34.2% |
| All | -24.0% | +606.1% | -630.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling