+222.4%
HAS vs PFG
+84.5%
+137.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +2.0% | -2.2% | +4.2% | +3.0% |
| 30D | +30.9% | +6.4% | +24.6% | +27.2% |
| 3M | +28.8% | +2.2% | +26.5% | +27.1% |
| 6M | +32.3% | +16.3% | +16.1% | +21.6% |
| YTD | +54.7% | +33.2% | +21.4% | +31.6% |
| 1Y | +63.2% | +40.6% | +22.6% | +34.8% |
| All | +222.4% | +84.5% | +137.9% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling