+262.0%
HD vs PFGC
+419.1%
-157.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -8.4% | -11.9% | +3.5% | -5.8% |
| 3M | +4.3% | +5.0% | -0.7% | +3.1% |
| 6M | -11.1% | +8.6% | -19.7% | -12.9% |
| YTD | -4.7% | +9.7% | -14.4% | -7.0% |
| 1Y | -19.8% | -6.3% | -13.5% | -19.1% |
| 3Y | +4.1% | +58.2% | -54.1% | -7.0% |
| 5Y | +10.3% | +110.4% | -100.1% | -8.7% |
| 10Y | +203.2% | +272.8% | -69.6% | +113.1% |
| All | +262.0% | +419.1% | -157.1% | +147.7% |
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