+875.3%
HSY vs PFG
+979.8%
-104.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | +6.3% | +5.0% | +1.3% | +5.5% |
| 3M | -5.2% | +0.1% | -5.3% | -5.3% |
| 6M | -8.3% | +13.8% | -22.1% | -10.1% |
| YTD | -2.7% | +31.2% | -33.9% | -6.7% |
| 1Y | +0.1% | +37.1% | -36.9% | -4.6% |
| 3Y | -1.0% | +80.6% | -81.6% | -10.2% |
| 5Y | +10.6% | +93.7% | -83.1% | -1.8% |
| 10Y | +127.0% | +185.5% | -58.5% | +82.8% |
| All | +875.3% | +979.8% | -104.5% | +544.3% |
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