+31.0%
PG vs HWM
+591.3%
-560.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +2.7% | +7.3% | -4.6% | +2.3% |
| 30D | +9.2% | +1.6% | +7.6% | +9.0% |
| 3M | +18.5% | -21.9% | +40.4% | +19.9% |
| 6M | +21.1% | -19.0% | +40.1% | +22.2% |
| YTD | +21.9% | +7.9% | +14.0% | +21.1% |
| 1Y | +18.1% | +9.9% | +8.2% | +17.2% |
| 3Y | +20.6% | +342.1% | -321.6% | +0.3% |
| All | +31.0% | +591.3% | -560.2% | +0.6% |
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