+105.3%
HAL vs PFGC
+111.4%
-6.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.9% | -2.2% | +5.1% | +3.5% |
| 30D | +17.0% | -11.9% | +29.0% | +21.0% |
| 3M | -9.7% | +5.0% | -14.7% | -11.5% |
| 6M | +8.6% | +8.6% | 0.0% | +4.8% |
| YTD | +33.0% | +9.7% | +23.3% | +27.2% |
| 1Y | +68.3% | -6.3% | +74.6% | +69.3% |
| 3Y | +0.1% | +58.2% | -58.1% | -15.0% |
| All | +105.3% | +111.4% | -6.1% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling