+189.2%
HAS vs PFGC
+77.4%
+111.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -0.2% | +8.5% | -8.7% | -2.3% |
| 30D | +31.0% | +15.0% | +16.0% | +26.4% |
| 3M | +30.7% | -6.2% | +36.8% | +32.3% |
| 6M | +23.9% | +15.7% | +8.2% | +19.0% |
| YTD | +48.3% | +19.6% | +28.8% | +39.9% |
| 1Y | +60.2% | +13.2% | +47.0% | +53.5% |
| 3Y | +189.2% | +77.0% | +112.3% | +128.2% |
| All | +189.2% | +77.4% | +111.8% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling