+59.7%
PFE vs HWM
+1,135.2%
-1,075.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +3.0% | -2.2% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +8.7% | -13.3% | +21.9% | +10.5% |
| 3M | +15.8% | -31.0% | +46.8% | +21.3% |
| 6M | +16.8% | -17.1% | +34.0% | +19.0% |
| YTD | +26.2% | -1.9% | +28.1% | +25.2% |
| 1Y | +29.9% | -2.4% | +32.3% | +28.9% |
| 3Y | +15.9% | +322.2% | -306.3% | -9.5% |
| 5Y | -20.6% | +509.8% | -530.4% | -42.2% |
| 10Y | +65.4% | +1,453.8% | -1,388.4% | -2.9% |
| All | +59.7% | +1,135.2% | -1,075.5% | -4.8% |
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 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