+370.3%
HPE vs PFG
+184.0%
+186.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +7.9% | +2.4% | +5.5% | +6.3% |
| 30D | -23.5% | +5.9% | -29.3% | -26.3% |
| 3M | -19.1% | -0.4% | -18.6% | -19.3% |
| 6M | +51.4% | +14.8% | +36.6% | +36.7% |
| YTD | +103.4% | +31.9% | +71.5% | +67.7% |
| 1Y | +114.4% | +38.8% | +75.6% | +71.1% |
| 3Y | +224.7% | +82.4% | +142.3% | +118.4% |
| 5Y | +277.8% | +94.7% | +183.1% | +139.0% |
| All | +370.3% | +184.0% | +186.3% | +114.8% |
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 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