+488.7%
HCA vs PFGC
+403.3%
+85.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | +4.9% | -3.7% | +8.6% | +6.2% |
| 30D | +1.9% | -16.0% | +17.8% | +7.9% |
| 3M | +12.7% | -4.1% | +16.9% | +14.1% |
| 6M | -22.3% | +8.7% | -31.1% | -24.9% |
| YTD | -9.3% | +6.4% | -15.7% | -12.2% |
| 1Y | +2.7% | -8.4% | +11.1% | +4.4% |
| 3Y | +57.8% | +61.8% | -3.9% | +29.1% |
| 5Y | +70.3% | +108.7% | -38.4% | +23.0% |
| 10Y | +499.7% | +298.1% | +201.5% | +205.1% |
| All | +488.7% | +403.3% | +85.3% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling