+247.2%
HD vs PFG
+195.4%
+51.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +5.2% | +3.0% | +2.2% | +4.1% |
| 30D | +20.7% | +8.2% | +12.6% | +17.2% |
| 3M | +0.8% | +2.7% | -1.9% | -0.4% |
| 6M | +12.2% | +17.2% | -5.0% | +5.0% |
| YTD | +4.2% | +34.8% | -30.5% | -7.9% |
| 1Y | -2.6% | +43.6% | -46.1% | -16.0% |
| 3Y | +30.0% | +85.4% | -55.4% | 0.0% |
| 5Y | +8.1% | +102.2% | -94.1% | -21.0% |
| 10Y | +247.2% | +190.2% | +57.0% | +100.9% |
| All | +247.2% | +195.4% | +51.7% | +100.9% |
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