+32.4%
HDB vs PFGC
+294.6%
-262.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.9% |
| 7D | -6.2% | -4.8% | -1.3% | -5.5% |
| 30D | -6.2% | -17.2% | +11.0% | -3.5% |
| 3M | -5.9% | -6.3% | +0.5% | -4.9% |
| 6M | -25.9% | +8.8% | -34.8% | -26.9% |
| YTD | -40.2% | +4.9% | -45.2% | -40.8% |
| 1Y | -38.0% | -9.5% | -28.5% | -37.3% |
| 3Y | -30.5% | +59.6% | -90.1% | -35.8% |
| 5Y | -38.1% | +113.5% | -151.6% | -45.7% |
| All | +32.4% | +294.6% | -262.2% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling