+144.5%
HBAN vs PFGC
+409.4%
-265.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | +2.1% | -2.4% | +4.5% | +2.9% |
| 30D | -4.5% | -15.8% | +11.3% | +0.9% |
| 3M | +2.6% | -0.6% | +3.2% | +2.5% |
| 6M | +4.7% | +10.7% | -5.9% | +0.7% |
| YTD | -1.5% | +7.6% | -9.2% | -5.1% |
| 1Y | -1.9% | -7.8% | +5.9% | -0.5% |
| 3Y | +75.2% | +63.7% | +11.5% | +47.0% |
| 5Y | +37.2% | +112.3% | -75.1% | +4.0% |
| 10Y | +156.6% | +286.7% | -130.1% | +75.3% |
| All | +144.5% | +409.4% | -265.0% | +66.6% |
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