+498.2%
HCA vs PFG
+251.1%
+247.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +5.4% | -0.4% | +5.9% | +5.6% |
| 30D | +3.0% | +2.9% | +0.1% | +1.5% |
| 3M | +13.0% | +6.7% | +6.3% | +9.5% |
| 6M | -20.3% | +33.8% | -54.0% | -30.5% |
| YTD | -8.2% | +35.0% | -43.2% | -20.8% |
| 1Y | +6.7% | +46.4% | -39.7% | -11.8% |
| 3Y | +60.4% | +71.7% | -11.3% | +19.8% |
| 5Y | +73.4% | +113.7% | -40.2% | +13.3% |
| All | +498.2% | +251.1% | +247.1% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling