+419.5%
HL vs PFG
+67.4%
+352.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +0.4% | +3.2% | -2.8% | -1.3% |
| 30D | +18.8% | +0.9% | +17.9% | +18.1% |
| 3M | +43.7% | +7.7% | +36.0% | +37.4% |
| 6M | -1.0% | +29.0% | -30.0% | -14.4% |
| YTD | +8.7% | +32.5% | -23.7% | -7.3% |
| 1Y | +105.0% | +47.3% | +57.7% | +65.3% |
| All | +419.5% | +67.4% | +352.1% | +255.5% |
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 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