+12.0%
GEHC vs PFG
+50.9%
-38.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | -5.2% | +6.0% | -11.2% | -8.4% |
| 30D | -7.0% | +2.2% | -9.2% | -8.3% |
| 3M | +3.3% | +10.4% | -7.1% | -2.9% |
| 6M | -10.0% | +27.8% | -37.8% | -22.2% |
| YTD | -18.5% | +33.6% | -52.1% | -31.5% |
| 1Y | -14.4% | +49.3% | -63.7% | -32.5% |
| 3Y | +3.4% | +69.7% | -66.3% | -22.5% |
| All | +12.0% | +50.9% | -38.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling