+118.0%
PG vs HWM
+1,311.7%
-1,193.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -11.4% | +10.6% | +0.3% |
| 30D | +0.8% | -18.5% | +19.3% | +2.7% |
| 3M | -1.3% | -13.2% | +11.8% | -0.2% |
| 6M | -3.8% | -8.7% | +4.8% | -3.4% |
| YTD | +3.6% | +12.2% | -8.5% | +2.0% |
| 1Y | -5.7% | +24.9% | -30.6% | -8.3% |
| 3Y | +1.6% | +383.9% | -382.3% | -16.8% |
| 5Y | +14.6% | +646.1% | -631.5% | -11.8% |
| All | +118.0% | +1,311.7% | -1,193.8% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling