+3.1%
HON vs PFG
+109.8%
-106.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -0.6% | +3.2% | -3.8% | -2.0% |
| 30D | -15.4% | +0.9% | -16.3% | -15.8% |
| 3M | -9.1% | +7.7% | -16.9% | -12.5% |
| 6M | -17.1% | +29.0% | -46.0% | -26.3% |
| YTD | +1.5% | +32.5% | -30.9% | -11.2% |
| 1Y | -1.3% | +47.3% | -48.6% | -18.0% |
| 3Y | +19.5% | +68.2% | -48.7% | -8.0% |
| 5Y | +3.1% | +108.5% | -105.4% | -29.0% |
| All | +3.1% | +109.8% | -106.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling