+1,261.6%
HAS vs PFG
+960.1%
+301.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | +31.0% | +2.0% | +29.0% | +30.3% |
| 3M | +30.7% | -3.2% | +33.8% | +31.7% |
| 6M | +23.9% | +10.9% | +13.0% | +19.9% |
| YTD | +48.3% | +28.8% | +19.5% | +37.4% |
| 1Y | +60.2% | +39.2% | +21.1% | +45.3% |
| 3Y | +189.2% | +75.0% | +114.2% | +145.5% |
| 5Y | +50.4% | +91.9% | -41.5% | +23.6% |
| 10Y | +104.2% | +202.3% | -98.1% | +44.2% |
| All | +1,261.6% | +960.1% | +301.4% | +547.5% |
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