-5.9%
HDB vs PFG
+84.7%
-90.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.4% | +1.6% |
| 7D | +13.7% | +2.3% | +11.4% | +12.9% |
| 30D | +15.8% | +7.6% | +8.2% | +13.5% |
| 3M | +9.2% | +2.5% | +6.7% | +8.3% |
| 6M | +3.2% | +16.6% | -13.5% | -1.1% |
| YTD | -29.4% | +34.1% | -63.4% | -34.6% |
| 1Y | -27.9% | +44.1% | -72.0% | -34.4% |
| 3Y | -5.9% | +86.3% | -92.1% | -30.3% |
| All | -5.9% | +84.7% | -90.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling