+84.2%
HAS vs PFGC
+419.1%
-334.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.8% | -2.2% | +0.4% | -1.2% |
| 30D | +2.3% | -11.9% | +14.2% | +5.6% |
| 3M | +10.4% | +5.0% | +5.4% | +8.8% |
| 6M | -3.2% | +8.6% | -11.8% | -5.6% |
| YTD | +15.4% | +9.7% | +5.7% | +11.7% |
| 1Y | +18.8% | -6.3% | +25.1% | +19.6% |
| 3Y | +43.9% | +58.2% | -14.3% | +25.4% |
| 5Y | +13.9% | +110.4% | -96.5% | -9.6% |
| 10Y | +56.4% | +272.8% | -216.3% | +8.5% |
| All | +84.2% | +419.1% | -334.9% | +25.2% |
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 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