-20.8%
HAL vs PFG
+195.4%
-216.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | -6.5% | +3.0% | -9.4% | -9.0% |
| 30D | -2.1% | +8.2% | -10.3% | -8.7% |
| 3M | -4.9% | +2.7% | -7.5% | -8.1% |
| 6M | -19.3% | +17.2% | -36.5% | -30.7% |
| YTD | +14.3% | +34.8% | -20.5% | -13.7% |
| 1Y | +17.3% | +43.6% | -26.3% | -16.2% |
| 3Y | -10.9% | +85.4% | -96.3% | -49.9% |
| 5Y | +47.4% | +102.2% | -54.8% | -26.5% |
| 10Y | -20.8% | +190.2% | -211.0% | -72.6% |
| All | -20.8% | +195.4% | -216.2% | -72.6% |
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