+64.9%
HDB vs PFG
+189.4%
-124.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +6.9% | -2.2% | +9.2% | +7.8% |
| 30D | +15.2% | +6.4% | +8.9% | +12.5% |
| 3M | +11.7% | +2.2% | +9.5% | +10.5% |
| 6M | +7.5% | +16.3% | -8.7% | +1.2% |
| YTD | -28.8% | +33.2% | -62.0% | -36.4% |
| 1Y | -29.1% | +40.6% | -69.7% | -38.0% |
| 3Y | -7.0% | +83.3% | -90.4% | -28.3% |
| 5Y | -22.1% | +97.7% | -119.8% | -42.8% |
| 10Y | +64.9% | +189.9% | -125.0% | -11.2% |
| All | +64.9% | +189.4% | -124.5% | -11.2% |
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