+155.8%
HON vs PFG
+184.0%
-28.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +1.4% | +2.4% | -1.0% | +0.3% |
| 30D | +7.5% | +5.9% | +1.6% | +4.6% |
| 3M | -4.3% | -0.4% | -3.9% | -4.4% |
| 6M | -1.5% | +14.8% | -16.4% | -8.8% |
| YTD | +10.5% | +31.9% | -21.4% | -4.9% |
| 1Y | +8.5% | +38.8% | -30.3% | -9.1% |
| 3Y | +28.0% | +82.4% | -54.4% | -8.4% |
| 5Y | +12.0% | +94.7% | -82.7% | -24.6% |
| All | +155.8% | +184.0% | -28.1% | +25.1% |
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 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