+1.2%
HAL vs PFG
+239.4%
-238.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | +0.5% | +6.0% | -5.5% | -4.6% |
| 30D | +15.9% | +2.2% | +13.7% | +13.2% |
| 3M | -8.7% | +10.4% | -19.1% | -16.8% |
| 6M | +9.0% | +27.8% | -18.7% | -12.8% |
| YTD | +32.0% | +33.6% | -1.6% | +1.1% |
| 1Y | +72.5% | +49.3% | +23.2% | +19.6% |
| 3Y | -4.5% | +69.7% | -74.3% | -41.9% |
| 5Y | +109.7% | +111.3% | -1.7% | +1.3% |
| 10Y | +1.2% | +240.3% | -239.1% | -69.4% |
| All | +1.2% | +239.4% | -238.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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