+2,131.7%
HL vs PFG
+1,015.3%
+1,116.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | +1.5% | +5.5% | -4.1% | -0.4% |
| 30D | +25.1% | +2.4% | +22.7% | +23.8% |
| 3M | +22.9% | +13.6% | +9.3% | +17.0% |
| 6M | -4.9% | +27.9% | -32.8% | -13.1% |
| YTD | +7.8% | +35.6% | -27.7% | -3.5% |
| 1Y | +133.9% | +48.5% | +85.4% | +102.6% |
| 3Y | +380.9% | +66.9% | +314.0% | +297.8% |
| 5Y | +230.2% | +111.0% | +119.3% | +150.2% |
| 10Y | +265.6% | +244.5% | +21.1% | +120.1% |
| All | +2,131.7% | +1,015.3% | +1,116.4% | +791.1% |
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