+58.2%
HCA vs PFGC
+59.5%
-1.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +2.9% | -4.8% | +7.8% | +4.1% |
| 30D | +2.4% | -17.2% | +19.6% | +6.7% |
| 3M | +13.0% | -6.3% | +19.4% | +14.6% |
| 6M | -21.4% | +8.8% | -30.2% | -22.9% |
| YTD | -9.5% | +4.9% | -14.4% | -11.0% |
| 1Y | +7.5% | -9.5% | +17.0% | +9.3% |
| All | +58.2% | +59.5% | -1.3% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling