+874.5%
HSY vs PFG
+1,015.3%
-140.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.9% |
| 7D | -3.3% | +5.5% | -8.8% | -4.1% |
| 30D | -2.8% | +2.4% | -5.2% | -3.2% |
| 3M | -4.5% | +13.6% | -18.1% | -6.3% |
| 6M | -24.2% | +27.9% | -52.1% | -27.0% |
| YTD | -2.7% | +35.6% | -38.3% | -7.1% |
| 1Y | -3.7% | +48.5% | -52.2% | -9.4% |
| 3Y | -11.5% | +66.9% | -78.3% | -18.7% |
| 5Y | +10.3% | +111.0% | -100.6% | -3.3% |
| 10Y | +122.1% | +244.5% | -122.4% | +74.4% |
| All | +874.5% | +1,015.3% | -140.8% | +541.2% |
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