+155.3%
HBAN vs PFG
+251.1%
-95.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -5.6% | +2.9% | -8.5% | -8.0% |
| 3M | -1.1% | +6.7% | -7.9% | -7.0% |
| 6M | +9.9% | +33.8% | -23.9% | -14.1% |
| YTD | -0.9% | +35.0% | -35.9% | -23.3% |
| 1Y | -1.4% | +46.4% | -47.8% | -28.7% |
| 3Y | +78.2% | +71.7% | +6.6% | +12.9% |
| 5Y | +37.0% | +113.7% | -76.7% | -27.5% |
| All | +155.3% | +251.1% | -95.8% | -14.8% |
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 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