+25.9%
HD vs PFG
+72.1%
-46.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.2% |
| 7D | +4.3% | -0.6% | +5.0% | +4.7% |
| 30D | +20.2% | +2.0% | +18.2% | +19.5% |
| 3M | -1.0% | -3.2% | +2.2% | 0.0% |
| 6M | +7.9% | +10.9% | -3.0% | +3.0% |
| YTD | +2.0% | +28.8% | -26.9% | -8.6% |
| 1Y | -4.3% | +39.2% | -43.5% | -16.9% |
| 3Y | +25.9% | +75.0% | -49.1% | -8.1% |
| All | +25.9% | +72.1% | -46.2% | -8.1% |
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