+348.7%
HAL vs PFG
+1,015.3%
-666.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.2% |
| 7D | +2.9% | +5.5% | -2.6% | +0.1% |
| 30D | +17.0% | +2.4% | +14.7% | +15.4% |
| 3M | -9.7% | +13.6% | -23.2% | -15.5% |
| 6M | +8.6% | +27.9% | -19.3% | -4.5% |
| YTD | +33.0% | +35.6% | -2.6% | +13.5% |
| 1Y | +68.3% | +48.5% | +19.9% | +37.2% |
| 3Y | +0.1% | +66.9% | -66.8% | -22.9% |
| 5Y | +102.6% | +111.0% | -8.3% | +39.6% |
| 10Y | +3.8% | +244.5% | -240.7% | -39.5% |
| All | +348.7% | +1,015.3% | -666.6% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling