+621.7%
HPE vs PFG
+259.4%
+362.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -2.9% | -3.5% |
| 7D | -0.6% | +5.5% | -6.1% | -3.9% |
| 30D | -2.3% | +2.4% | -4.7% | -3.7% |
| 3M | -2.9% | +13.6% | -16.4% | -11.2% |
| 6M | +143.6% | +27.9% | +115.7% | +106.0% |
| YTD | +118.5% | +35.6% | +83.0% | +77.7% |
| 1Y | +129.2% | +48.5% | +80.7% | +75.8% |
| 3Y | +212.5% | +66.9% | +145.7% | +122.0% |
| 5Y | +286.9% | +111.0% | +176.0% | +132.2% |
| 10Y | +432.3% | +244.5% | +187.8% | +108.8% |
| All | +621.7% | +259.4% | +362.3% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling