+635.0%
HLT vs PFG
+273.3%
+361.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.7% |
| 7D | -2.6% | -3.0% | +0.4% | -1.1% |
| 30D | -2.6% | +2.5% | -5.1% | -4.0% |
| 3M | -9.4% | +6.1% | -15.5% | -12.6% |
| 6M | +2.7% | +31.3% | -28.6% | -11.3% |
| YTD | +6.8% | +33.6% | -26.8% | -8.9% |
| 1Y | +12.4% | +48.5% | -36.2% | -9.7% |
| 3Y | +100.2% | +69.6% | +30.6% | +47.9% |
| 5Y | +143.7% | +111.5% | +32.3% | +57.6% |
| 10Y | +584.9% | +244.2% | +340.7% | +215.7% |
| All | +635.0% | +273.3% | +361.7% | +207.9% |
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