+314.2%
HIG vs PFG
+999.6%
-685.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -0.8% |
| 7D | -1.1% | +6.0% | -7.1% | -6.0% |
| 30D | -4.9% | +2.2% | -7.1% | -6.9% |
| 3M | +6.8% | +10.4% | -3.6% | -2.4% |
| 6M | -1.7% | +27.8% | -29.5% | -20.9% |
| YTD | -0.2% | +33.6% | -33.9% | -23.2% |
| 1Y | +5.7% | +49.3% | -43.6% | -26.4% |
| 3Y | +100.3% | +69.7% | +30.6% | +19.8% |
| 5Y | +118.5% | +111.3% | +7.1% | +3.0% |
| 10Y | +309.7% | +240.3% | +69.4% | +7.2% |
| All | +314.2% | +999.6% | -685.4% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling