+10.8%
HD vs PFG
+110.8%
-100.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.5% |
| 7D | -2.1% | +5.5% | -7.6% | -4.1% |
| 30D | -8.4% | +2.4% | -10.8% | -9.4% |
| 3M | +4.3% | +13.6% | -9.2% | -1.1% |
| 6M | -11.1% | +27.9% | -39.0% | -19.6% |
| YTD | -4.7% | +35.6% | -40.2% | -16.0% |
| 1Y | -19.8% | +48.5% | -68.3% | -32.0% |
| 3Y | +4.1% | +66.9% | -62.8% | -17.1% |
| All | +10.8% | +110.8% | -100.0% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling