+48.6%
HAS vs PFGC
+121.6%
-73.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | -0.2% | +8.5% | -8.7% | -2.9% |
| 30D | +31.0% | +15.0% | +16.0% | +25.3% |
| 3M | +30.7% | -6.2% | +36.8% | +32.7% |
| 6M | +23.9% | +15.7% | +8.2% | +17.7% |
| YTD | +48.3% | +19.6% | +28.8% | +38.1% |
| 1Y | +60.2% | +13.2% | +47.0% | +51.8% |
| 3Y | +189.2% | +77.0% | +112.3% | +130.9% |
| All | +48.6% | +121.6% | -73.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling