+30.7%
HD vs PFG
+82.7%
-51.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.5% | +2.4% | -0.9% | +0.6% |
| 30D | +18.0% | +5.9% | +12.1% | +15.7% |
| 3M | +2.8% | -0.4% | +3.2% | +2.8% |
| 6M | +17.0% | +14.8% | +2.1% | +10.2% |
| YTD | +3.5% | +31.9% | -28.4% | -8.0% |
| 1Y | -2.6% | +38.8% | -41.4% | -15.3% |
| 3Y | +30.7% | +82.4% | -51.7% | -6.5% |
| All | +30.7% | +82.7% | -51.9% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling