+249.2%
HPE vs PFG
+71.3%
+177.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.2% | +8.7% |
| 7D | +10.1% | +6.0% | +4.1% | +5.6% |
| 30D | +5.3% | +2.2% | +3.1% | +3.7% |
| 3M | +12.7% | +10.4% | +2.3% | +4.0% |
| 6M | +167.7% | +27.8% | +139.9% | +119.8% |
| YTD | +135.5% | +33.6% | +101.8% | +86.3% |
| 1Y | +143.4% | +49.3% | +94.1% | +76.3% |
| 3Y | +249.2% | +69.7% | +179.4% | +125.5% |
| All | +249.2% | +71.3% | +177.9% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling