+140.7%
HAS vs PFGC
+488.3%
-347.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.7% |
| 7D | +2.2% | +10.8% | -8.7% | -0.7% |
| 30D | +29.6% | +17.8% | +11.8% | +24.0% |
| 3M | +30.3% | -2.7% | +33.0% | +30.7% |
| 6M | +25.6% | +20.0% | +5.6% | +19.3% |
| YTD | +50.8% | +24.3% | +26.5% | +40.9% |
| 1Y | +63.0% | +13.2% | +49.8% | +56.0% |
| 3Y | +211.6% | +85.9% | +125.7% | +159.6% |
| 5Y | +50.4% | +141.0% | -90.6% | +15.2% |
| 10Y | +101.9% | +370.6% | -268.7% | +34.2% |
| All | +140.7% | +488.3% | -347.5% | +58.1% |
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