+538.3%
HPQ vs PFG
+979.8%
-441.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -5.7% | +5.0% | -10.7% | -7.2% |
| 3M | -0.4% | +0.1% | -0.5% | -0.5% |
| 6M | +40.0% | +13.8% | +26.2% | +33.9% |
| YTD | +34.6% | +31.2% | +3.4% | +22.4% |
| 1Y | +20.4% | +37.1% | -16.7% | +8.0% |
| 3Y | +18.3% | +80.6% | -62.3% | -3.2% |
| 5Y | +9.6% | +93.7% | -84.1% | -12.6% |
| 10Y | +156.3% | +185.5% | -29.2% | +75.9% |
| All | +538.3% | +979.8% | -441.5% | +108.0% |
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