+29.6%
HAL vs PFGC
+419.1%
-389.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.9% | -2.2% | +5.1% | +3.8% |
| 30D | +17.0% | -11.9% | +29.0% | +22.5% |
| 3M | -9.7% | +5.0% | -14.7% | -11.9% |
| 6M | +8.6% | +8.6% | 0.0% | +3.7% |
| YTD | +33.0% | +9.7% | +23.3% | +25.6% |
| 1Y | +68.3% | -6.3% | +74.6% | +68.6% |
| 3Y | +0.1% | +58.2% | -58.1% | -19.1% |
| 5Y | +102.6% | +110.4% | -7.8% | +40.2% |
| 10Y | +3.8% | +272.8% | -268.9% | -37.2% |
| All | +29.6% | +419.1% | -389.5% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling