+1,289.2%
HD vs PFG
+1,015.3%
+273.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.4% |
| 7D | -2.1% | +5.5% | -7.6% | -3.8% |
| 30D | -8.4% | +2.4% | -10.8% | -9.2% |
| 3M | +4.3% | +13.6% | -9.2% | 0.0% |
| 6M | -11.1% | +27.9% | -39.0% | -17.9% |
| YTD | -4.7% | +35.6% | -40.2% | -13.7% |
| 1Y | -19.8% | +48.5% | -68.3% | -29.6% |
| 3Y | +4.1% | +66.9% | -62.8% | -12.6% |
| 5Y | +10.3% | +111.0% | -100.6% | -14.9% |
| 10Y | +203.2% | +244.5% | -41.3% | +90.5% |
| All | +1,289.2% | +1,015.3% | +273.9% | +383.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling