+119.7%
PG vs HWM
+1,494.1%
-1,374.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +1.9% | -2.1% | +4.0% | +2.0% |
| 30D | -0.2% | -11.0% | +10.7% | +0.8% |
| 3M | +4.8% | +4.0% | +0.8% | +4.2% |
| 6M | -6.1% | -0.2% | -5.9% | -6.4% |
| YTD | +4.5% | +26.7% | -22.2% | +1.7% |
| 1Y | -5.3% | +44.7% | -50.0% | -9.2% |
| 3Y | +2.6% | +426.1% | -423.5% | -16.5% |
| 5Y | +15.6% | +738.5% | -722.9% | -12.0% |
| All | +119.7% | +1,494.1% | -1,374.4% | +50.3% |
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