+15.7%
GEHC vs PFGC
+12.5%
+3.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +13.5% | -7.1% | +3.5% |
| 7D | +13.2% | +13.9% | -0.7% | +10.0% |
| 30D | +30.6% | +18.4% | +12.3% | +26.1% |
| 3M | +22.2% | -2.5% | +24.7% | +21.8% |
| 6M | +40.8% | +26.0% | +14.8% | +35.9% |
| YTD | +4.8% | +21.9% | -17.0% | -0.2% |
| 1Y | +15.7% | +13.4% | +2.4% | +10.2% |
| All | +15.7% | +12.5% | +3.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling