+38.6%
HPQ vs PFG
+109.8%
-71.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.4% |
| 7D | +2.2% | +3.2% | -1.0% | +0.1% |
| 30D | +9.7% | +0.9% | +8.8% | +8.9% |
| 3M | +32.7% | +7.7% | +25.0% | +26.5% |
| 6M | +77.7% | +29.0% | +48.8% | +51.7% |
| YTD | +51.0% | +32.5% | +18.5% | +26.3% |
| 1Y | +18.4% | +47.3% | -28.9% | -7.2% |
| 3Y | +25.6% | +68.2% | -42.7% | -10.3% |
| 5Y | +38.6% | +108.5% | -69.8% | -14.4% |
| All | +38.6% | +109.8% | -71.2% | -14.4% |
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