+362.8%
HPE vs PFG
+109.8%
+253.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.7% |
| 7D | +13.6% | +3.2% | +10.4% | +11.1% |
| 30D | +7.7% | +0.9% | +6.8% | +7.0% |
| 3M | +22.4% | +7.7% | +14.7% | +15.5% |
| 6M | +172.6% | +29.0% | +143.6% | +126.5% |
| YTD | +147.5% | +32.5% | +115.1% | +101.4% |
| 1Y | +151.8% | +47.3% | +104.5% | +90.3% |
| 3Y | +267.1% | +68.2% | +198.8% | +152.9% |
| 5Y | +362.8% | +108.5% | +254.3% | +170.2% |
| All | +362.8% | +109.8% | +253.0% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling