+132.3%
HON vs PFG
+251.1%
-118.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.5% | -0.4% | -3.0% | -3.3% |
| 30D | -13.8% | +2.9% | -16.6% | -15.1% |
| 3M | -11.7% | +6.7% | -18.4% | -14.9% |
| 6M | -18.7% | +33.8% | -52.5% | -30.2% |
| YTD | +0.2% | +35.0% | -34.7% | -14.6% |
| 1Y | -3.1% | +46.4% | -49.5% | -21.0% |
| 3Y | +17.0% | +71.7% | -54.7% | -13.6% |
| 5Y | +2.0% | +113.7% | -111.7% | -34.6% |
| All | +132.3% | +251.1% | -118.8% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling