-37.4%
HDB vs PFG
+110.7%
-148.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | -2.0% | +6.0% | -8.0% | -4.1% |
| 30D | -4.9% | +2.2% | -7.1% | -5.7% |
| 3M | -2.3% | +10.4% | -12.7% | -5.8% |
| 6M | -23.7% | +27.8% | -51.5% | -30.2% |
| YTD | -38.5% | +33.6% | -72.1% | -44.6% |
| 1Y | -36.5% | +49.3% | -85.8% | -45.2% |
| 3Y | -28.5% | +69.7% | -98.2% | -42.9% |
| 5Y | -37.4% | +111.3% | -148.7% | -56.3% |
| All | -37.4% | +110.7% | -148.1% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling