+72.8%
HCA vs PFGC
+110.3%
-37.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.4% | -4.8% | +10.2% | +6.9% |
| 30D | +3.0% | -12.5% | +15.5% | +6.9% |
| 3M | +13.0% | -9.7% | +22.7% | +16.2% |
| 6M | -20.3% | +7.0% | -27.3% | -22.0% |
| YTD | -8.2% | +4.5% | -12.7% | -10.2% |
| 1Y | +6.7% | -11.6% | +18.3% | +9.5% |
| 3Y | +60.4% | +58.5% | +1.9% | +34.2% |
| All | +72.8% | +110.3% | -37.5% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling