+72.8%
HCA vs PFG
+110.9%
-38.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.0% |
| 7D | +5.4% | -0.4% | +5.9% | +5.6% |
| 30D | +3.0% | +2.9% | +0.1% | +1.8% |
| 3M | +13.0% | +6.7% | +6.3% | +10.2% |
| 6M | -20.3% | +33.8% | -54.0% | -28.5% |
| YTD | -8.2% | +35.0% | -43.2% | -18.5% |
| 1Y | +6.7% | +46.4% | -39.7% | -8.5% |
| 3Y | +60.4% | +71.6% | -11.3% | +25.6% |
| All | +72.8% | +110.9% | -38.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling