-29.1%
HDB vs PFG
+41.5%
-70.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +6.9% | -2.2% | +9.2% | +7.7% |
| 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% | +0.9% |
| YTD | -28.8% | +33.2% | -62.0% | -35.1% |
| 1Y | -29.1% | +40.6% | -69.7% | -35.0% |
| All | -29.1% | +41.5% | -70.6% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling