+119.2%
HIG vs PFG
+108.9%
+10.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -2.3% | -3.0% | +0.7% | -0.7% |
| 30D | -1.2% | +2.5% | -3.7% | -2.6% |
| 3M | +6.3% | +6.1% | +0.2% | +2.7% |
| 6M | +0.6% | +31.3% | -30.7% | -13.4% |
| YTD | +0.6% | +33.6% | -32.9% | -14.5% |
| 1Y | +6.1% | +48.5% | -42.4% | -15.3% |
| 3Y | +102.0% | +69.6% | +32.4% | +46.6% |
| 5Y | +119.2% | +111.5% | +7.7% | +35.8% |
| All | +119.2% | +108.9% | +10.3% | +35.8% |
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 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