0.0%
PG vs HWM
+379.8%
-379.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.2% |
| 7D | -2.7% | -12.5% | +9.8% | -2.9% |
| 30D | -1.5% | -19.0% | +17.4% | -1.9% |
| 3M | -3.4% | -8.6% | +5.2% | -3.5% |
| 6M | -7.0% | -10.2% | +3.2% | -7.2% |
| YTD | +2.0% | +11.3% | -9.3% | +2.9% |
| 1Y | -6.5% | +24.3% | -30.7% | -5.1% |
| All | 0.0% | +379.8% | -379.9% | -1.1% |
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 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