+65.2%
HAS vs PFGC
+12.5%
+52.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.5% | -10.5% | +1.0% |
| 7D | +2.4% | +13.9% | -11.4% | +0.3% |
| 30D | +31.6% | +18.4% | +13.3% | +28.3% |
| 3M | +33.9% | -2.5% | +36.4% | +33.4% |
| 6M | +31.4% | +26.0% | +5.4% | +28.4% |
| YTD | +51.6% | +21.9% | +29.8% | +47.0% |
| 1Y | +65.2% | +13.4% | +51.8% | +62.4% |
| All | +65.2% | +12.5% | +52.7% | +62.4% |
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