+1,645.7%
HCA vs PFG
+496.5%
+1,149.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -2.8% | +6.0% | -8.8% | -5.4% |
| 30D | -2.7% | +2.2% | -5.0% | -3.8% |
| 3M | +11.5% | +10.4% | +1.1% | +6.4% |
| 6M | -24.3% | +27.8% | -52.1% | -32.5% |
| YTD | -13.6% | +33.6% | -47.2% | -25.0% |
| 1Y | -3.2% | +49.3% | -52.5% | -20.5% |
| 3Y | +50.4% | +69.7% | -19.3% | +13.7% |
| 5Y | +64.8% | +111.3% | -46.6% | +9.8% |
| 10Y | +456.5% | +240.3% | +216.3% | +171.1% |
| All | +1,645.7% | +496.5% | +1,149.2% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling