+102.2%
HAS vs PFGC
+366.4%
-264.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +3.3% | +15.0% | -11.8% | -0.7% |
| 30D | +30.5% | +17.0% | +13.6% | +25.0% |
| 3M | +29.9% | -2.5% | +32.3% | +30.3% |
| 6M | +26.5% | +19.2% | +7.3% | +20.2% |
| YTD | +51.9% | +23.4% | +28.5% | +41.9% |
| 1Y | +60.9% | +13.9% | +47.1% | +53.5% |
| 3Y | +215.0% | +82.0% | +133.0% | +162.2% |
| 5Y | +51.5% | +128.7% | -77.2% | +16.4% |
| 10Y | +102.2% | +361.5% | -259.3% | +40.7% |
| All | +102.2% | +366.4% | -264.1% | +40.7% |
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