+959.5%
HAS vs PFG
+1,015.3%
-55.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -1.8% | +5.5% | -7.3% | -3.4% |
| 30D | +2.3% | +2.4% | -0.1% | +1.5% |
| 3M | +10.4% | +13.6% | -3.2% | +6.2% |
| 6M | -3.2% | +27.9% | -31.1% | -10.0% |
| YTD | +15.4% | +35.6% | -20.1% | +5.5% |
| 1Y | +18.8% | +48.5% | -29.7% | +5.7% |
| 3Y | +43.9% | +66.9% | -22.9% | +23.6% |
| 5Y | +13.9% | +111.0% | -97.1% | -8.9% |
| 10Y | +56.4% | +244.5% | -188.1% | +7.0% |
| All | +959.5% | +1,015.3% | -55.8% | +396.8% |
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