+50.2%
HAS vs PFG
+95.0%
-44.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +26.6% | +5.0% | +21.7% | +23.8% |
| 3M | +29.0% | +0.1% | +28.9% | +28.6% |
| 6M | +30.6% | +13.8% | +16.8% | +21.6% |
| YTD | +51.5% | +31.2% | +20.3% | +31.0% |
| 1Y | +58.5% | +37.1% | +21.4% | +34.0% |
| 3Y | +214.1% | +80.6% | +133.5% | +129.6% |
| 5Y | +50.2% | +93.7% | -43.5% | +4.4% |
| All | +50.2% | +95.0% | -44.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling