+3.4%
GEHC vs PFGC
+63.1%
-59.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.4% |
| 7D | -5.2% | -2.4% | -2.7% | -4.4% |
| 30D | -7.0% | -15.8% | +8.8% | -1.5% |
| 3M | +3.3% | -0.6% | +3.9% | +3.4% |
| 6M | -10.0% | +10.7% | -20.7% | -13.4% |
| YTD | -18.5% | +7.6% | -26.1% | -21.7% |
| 1Y | -14.4% | -7.8% | -6.6% | -12.6% |
| 3Y | +3.4% | +63.7% | -60.3% | -21.1% |
| All | +3.4% | +63.1% | -59.7% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling