+7.4%
HAL vs PFGC
+287.3%
-279.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.3% | -3.7% | +2.4% | +0.1% |
| 30D | +10.9% | -16.0% | +26.8% | +18.3% |
| 3M | -5.8% | -4.1% | -1.7% | -4.9% |
| 6M | +8.1% | +8.7% | -0.6% | +3.0% |
| YTD | +33.2% | +6.4% | +26.9% | +27.2% |
| 1Y | +74.2% | -8.4% | +82.5% | +75.9% |
| 3Y | -3.7% | +61.8% | -65.4% | -23.2% |
| 5Y | +111.9% | +108.7% | +3.2% | +45.6% |
| 10Y | +7.4% | +298.1% | -290.7% | -29.7% |
| All | +7.4% | +287.3% | -279.9% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling