-22.2%
HDB vs PFGC
+122.2%
-144.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | +12.7% | +15.0% | -2.3% | +8.5% |
| 30D | +16.6% | +17.0% | -0.4% | +11.7% |
| 3M | +10.8% | -2.5% | +13.2% | +11.1% |
| 6M | +3.8% | +19.2% | -15.4% | -1.2% |
| YTD | -28.9% | +23.4% | -52.3% | -33.3% |
| 1Y | -28.0% | +13.9% | -41.8% | -31.0% |
| 3Y | -7.2% | +82.0% | -89.2% | -23.1% |
| 5Y | -22.2% | +128.7% | -150.9% | -42.0% |
| All | -22.2% | +122.2% | -144.5% | -42.0% |
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 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