+38.6%
GEHC vs PFG
+50.4%
-11.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.7% |
| 7D | -3.7% | -2.2% | -1.5% | -2.6% |
| 30D | +22.0% | +6.4% | +15.7% | +18.1% |
| 3M | +13.6% | +2.2% | +11.4% | +11.8% |
| 6M | +34.0% | +16.3% | +17.8% | +22.0% |
| YTD | +0.9% | +33.2% | -32.3% | -15.2% |
| 1Y | +12.7% | +40.6% | -27.9% | -8.0% |
| 3Y | +19.4% | +83.3% | -63.9% | -12.4% |
| All | +38.6% | +50.4% | -11.9% | +6.6% |
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