+1,319.7%
HON vs PFG
+1,015.3%
+304.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -3.6% | +5.5% | -9.1% | -5.5% |
| 30D | -15.3% | +2.4% | -17.6% | -16.1% |
| 3M | -7.9% | +13.6% | -21.5% | -12.4% |
| 6M | -18.1% | +27.9% | -45.9% | -25.3% |
| YTD | +3.8% | +35.6% | -31.7% | -7.6% |
| 1Y | +0.5% | +48.5% | -48.0% | -13.6% |
| 3Y | +19.8% | +66.9% | -47.1% | -2.2% |
| 5Y | +2.9% | +111.0% | -108.0% | -23.7% |
| 10Y | +134.6% | +244.5% | -109.9% | +41.1% |
| All | +1,319.7% | +1,015.3% | +304.4% | +341.8% |
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