+205.0%
HD vs PFG
+239.4%
-34.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | -1.2% | +6.0% | -7.2% | -3.5% |
| 30D | -11.1% | +2.2% | -13.4% | -12.0% |
| 3M | +2.0% | +10.4% | -8.3% | -2.2% |
| 6M | -10.5% | +27.8% | -38.2% | -19.0% |
| YTD | -6.9% | +33.6% | -40.5% | -17.4% |
| 1Y | -23.2% | +49.3% | -72.5% | -35.0% |
| 3Y | +3.1% | +69.7% | -66.7% | -18.1% |
| 5Y | +7.4% | +111.3% | -104.0% | -23.0% |
| 10Y | +205.0% | +240.3% | -35.3% | +57.6% |
| All | +205.0% | +239.4% | -34.4% | +57.6% |
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 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