+94.1%
HAS vs PFGC
+346.1%
-252.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +1.6% | +0.3% | +1.4% | +1.5% |
| 30D | +26.6% | +16.1% | +10.5% | +21.5% |
| 3M | +29.0% | +2.4% | +26.6% | +27.8% |
| 6M | +30.6% | +15.7% | +14.9% | +25.0% |
| YTD | +51.5% | +22.3% | +29.2% | +41.9% |
| 1Y | +58.5% | +13.9% | +44.6% | +51.2% |
| 3Y | +214.1% | +80.3% | +133.8% | +162.1% |
| 5Y | +50.2% | +136.1% | -85.9% | +14.5% |
| All | +94.1% | +346.1% | -252.0% | +34.6% |
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