+74.2%
HAL vs PFGC
-8.5%
+82.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.8% |
| 7D | -1.3% | -3.7% | +2.4% | -1.6% |
| 30D | +10.9% | -16.0% | +26.8% | +9.6% |
| 3M | -5.8% | -4.1% | -1.7% | -6.3% |
| 6M | +8.1% | +8.7% | -0.6% | +7.8% |
| YTD | +33.2% | +6.4% | +26.9% | +31.9% |
| 1Y | +74.2% | -8.4% | +82.5% | +79.2% |
| All | +74.2% | -8.5% | +82.7% | +79.2% |
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