+52.0%
PFE vs HWM
+1,494.1%
-1,442.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | +1.8% | -2.1% | +3.9% | +2.0% |
| 30D | +10.2% | -11.0% | +21.2% | +11.9% |
| 3M | +12.7% | +4.0% | +8.6% | +11.8% |
| 6M | +10.5% | -0.2% | +10.8% | +10.0% |
| YTD | +20.2% | +26.7% | -6.5% | +15.5% |
| 1Y | +24.1% | +44.7% | -20.7% | +16.9% |
| 3Y | -3.6% | +426.1% | -429.7% | -26.7% |
| 5Y | -20.9% | +738.5% | -759.4% | -44.7% |
| All | +52.0% | +1,494.1% | -1,442.1% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling