+100.6%
HAS vs PFG
+192.6%
-92.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +3.3% | +3.0% | +0.3% | +1.8% |
| 30D | +30.5% | +8.2% | +22.4% | +25.7% |
| 3M | +29.9% | +2.7% | +27.2% | +27.9% |
| 6M | +26.5% | +17.2% | +9.3% | +16.2% |
| YTD | +51.9% | +34.8% | +17.2% | +30.1% |
| 1Y | +60.9% | +43.6% | +17.3% | +33.5% |
| 3Y | +215.0% | +85.4% | +129.6% | +128.3% |
| 5Y | +51.5% | +102.2% | -50.7% | +2.9% |
| All | +100.6% | +192.6% | -92.0% | -1.0% |
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