+156.4%
PG vs HWM
+1,258.6%
-1,102.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +2.7% | +7.3% | -4.6% | +2.0% |
| 30D | +9.2% | +1.6% | +7.6% | +8.8% |
| 3M | +18.5% | -21.9% | +40.4% | +20.9% |
| 6M | +21.1% | -19.0% | +40.1% | +23.0% |
| YTD | +21.9% | +7.9% | +14.0% | +20.2% |
| 1Y | +18.1% | +9.9% | +8.2% | +16.2% |
| 3Y | +20.6% | +342.1% | -321.6% | -0.4% |
| 5Y | +31.8% | +600.8% | -569.0% | +2.0% |
| 10Y | +166.5% | +1,493.8% | -1,327.3% | +84.4% |
| All | +156.4% | +1,258.6% | -1,102.2% | +77.7% |
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 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