+12.1%
HLT vs PFG
+51.4%
-39.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -3.3% | +5.5% | -8.8% | -4.7% |
| 30D | -4.1% | +2.4% | -6.4% | -4.7% |
| 3M | -7.9% | +13.6% | -21.5% | -11.7% |
| 6M | +2.2% | +27.9% | -25.7% | -6.2% |
| YTD | +8.5% | +35.6% | -27.1% | -1.7% |
| 1Y | +12.1% | +48.5% | -36.3% | +0.1% |
| All | +12.1% | +51.4% | -39.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling