+249.6%
HL vs PFG
+82.7%
+167.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -11.1% | +2.4% | -13.5% | -12.1% |
| 30D | -12.1% | +5.9% | -17.9% | -14.2% |
| 3M | -26.1% | -0.4% | -25.7% | -26.0% |
| 6M | -37.7% | +14.8% | -52.6% | -42.4% |
| YTD | -31.7% | +31.9% | -63.6% | -41.3% |
| 1Y | -11.6% | +38.8% | -50.5% | -25.9% |
| 3Y | +249.6% | +82.4% | +167.3% | +93.0% |
| All | +249.6% | +82.7% | +167.0% | +93.0% |
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