+55.7%
HAS vs PFGC
+273.4%
-217.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -2.7% | -15.8% | +13.1% | +1.7% |
| 3M | +8.9% | -0.6% | +9.5% | +8.9% |
| 6M | -2.9% | +10.7% | -13.6% | -5.8% |
| YTD | +12.6% | +7.6% | +5.0% | +9.4% |
| 1Y | +17.5% | -7.8% | +25.3% | +18.8% |
| 3Y | +46.2% | +63.7% | -17.5% | +25.6% |
| 5Y | +12.6% | +112.3% | -99.7% | -11.7% |
| 10Y | +55.7% | +286.7% | -231.0% | +10.7% |
| All | +55.7% | +273.4% | -217.7% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling