+136.7%
HAS vs PFGC
+465.8%
-329.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -0.2% | +8.5% | -8.7% | -2.4% |
| 30D | +31.0% | +15.0% | +16.0% | +26.2% |
| 3M | +30.7% | -6.2% | +36.8% | +32.4% |
| 6M | +23.9% | +15.7% | +8.2% | +18.8% |
| YTD | +48.3% | +19.6% | +28.8% | +40.0% |
| 1Y | +60.2% | +13.2% | +47.0% | +53.3% |
| 3Y | +189.2% | +77.0% | +112.3% | +144.1% |
| 5Y | +50.4% | +121.5% | -71.0% | +17.7% |
| 10Y | +104.2% | +354.5% | -250.4% | +37.0% |
| All | +136.7% | +465.8% | -329.0% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling