+131.1%
HSY vs PFG
+189.4%
-58.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +1.1% | -2.2% | +3.3% | +1.4% |
| 30D | +7.7% | +6.4% | +1.3% | +6.5% |
| 3M | -2.3% | +2.2% | -4.5% | -2.8% |
| 6M | -5.3% | +16.3% | -21.6% | -8.0% |
| YTD | -0.9% | +33.2% | -34.1% | -6.2% |
| 1Y | +5.2% | +40.6% | -35.4% | -1.4% |
| 3Y | +0.7% | +83.3% | -82.6% | -11.1% |
| 5Y | +12.2% | +97.7% | -85.5% | -4.3% |
| 10Y | +131.1% | +189.9% | -58.8% | +64.5% |
| All | +131.1% | +189.4% | -58.3% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling