-6.4%
HAL vs PFGC
+82.6%
-89.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | +6.1% | +3.4% | +2.7% | +5.3% |
| 30D | +2.9% | +16.9% | -14.0% | -0.9% |
| 3M | +3.3% | +6.4% | -3.1% | +2.0% |
| 6M | -16.9% | +16.0% | -32.9% | -20.8% |
| YTD | +21.2% | +23.6% | -2.4% | +11.4% |
| 1Y | +27.5% | +16.6% | +10.9% | +20.4% |
| 3Y | -6.4% | +82.3% | -88.7% | -28.1% |
| All | -6.4% | +82.6% | -89.0% | -28.1% |
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