+489.7%
HPE vs PFG
+247.4%
+242.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.8% |
| 7D | +1.4% | -3.0% | +4.4% | +3.3% |
| 30D | +1.5% | +2.5% | -0.9% | -0.1% |
| 3M | +21.7% | +6.1% | +15.7% | +16.6% |
| 6M | +164.2% | +31.3% | +132.9% | +119.9% |
| YTD | +132.1% | +33.6% | +98.5% | +90.8% |
| 1Y | +130.6% | +48.5% | +82.1% | +77.3% |
| 3Y | +244.1% | +69.6% | +174.5% | +143.0% |
| 5Y | +340.8% | +111.5% | +229.4% | +166.4% |
| All | +489.7% | +247.4% | +242.3% | +147.2% |
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