+33.7%
HDB vs PFG
+239.8%
-206.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -4.9% | +3.2% | -8.1% | -6.1% |
| 30D | -5.8% | +0.9% | -6.8% | -6.3% |
| 3M | -5.2% | +7.7% | -12.9% | -8.0% |
| 6M | -25.7% | +29.0% | -54.7% | -32.5% |
| YTD | -39.6% | +32.5% | -72.0% | -45.8% |
| 1Y | -36.9% | +47.3% | -84.2% | -45.8% |
| 3Y | -29.7% | +68.2% | -98.0% | -43.9% |
| 5Y | -37.8% | +108.5% | -146.2% | -55.2% |
| 10Y | +33.7% | +241.4% | -207.6% | -30.8% |
| All | +33.7% | +239.8% | -206.0% | -30.8% |
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 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