+301.7%
HIG vs PFG
+251.1%
+50.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -1.5% | -0.4% | -1.0% | -1.2% |
| 30D | -0.4% | +2.9% | -3.2% | -2.2% |
| 3M | +6.7% | +6.7% | 0.0% | +2.2% |
| 6M | +2.0% | +33.8% | -31.8% | -14.7% |
| YTD | +0.3% | +35.0% | -34.7% | -16.9% |
| 1Y | +4.2% | +46.4% | -42.2% | -18.1% |
| 3Y | +102.2% | +71.7% | +30.6% | +41.1% |
| 5Y | +118.5% | +113.7% | +4.8% | +29.8% |
| All | +301.7% | +251.1% | +50.7% | +61.4% |
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