+257.9%
HD vs PFG
+203.0%
+54.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +1.3% |
| 7D | +3.6% | +2.3% | +1.3% | +2.7% |
| 30D | +21.6% | +7.6% | +14.0% | +18.3% |
| 3M | +0.1% | +2.5% | -2.4% | -1.0% |
| 6M | +13.0% | +16.6% | -3.6% | +5.9% |
| YTD | +4.9% | +34.1% | -29.1% | -7.1% |
| 1Y | -2.1% | +44.1% | -46.1% | -15.7% |
| 3Y | +32.6% | +86.3% | -53.7% | +1.8% |
| 5Y | +8.2% | +101.6% | -93.3% | -20.8% |
| 10Y | +257.9% | +197.9% | +60.0% | +103.2% |
| All | +257.9% | +203.0% | +54.9% | +103.2% |
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