+116.4%
HPE vs PFG
+46.8%
+69.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.1% | -9.8% | -6.6% |
| 7D | -17.0% | +4.9% | -21.9% | -18.0% |
| 30D | -26.7% | +5.7% | -32.4% | -27.8% |
| 3M | -4.1% | +2.6% | -6.7% | -4.9% |
| 6M | +75.4% | +19.8% | +55.6% | +60.2% |
| YTD | +111.0% | +36.3% | +74.7% | +75.2% |
| 1Y | +116.4% | +47.9% | +68.6% | +65.3% |
| All | +116.4% | +46.8% | +69.6% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling