+86.6%
HDB vs PFGC
+485.1%
-398.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.7% | +3.4% | -0.7% | +2.2% |
| 30D | +14.1% | +16.9% | -2.8% | +11.4% |
| 3M | +11.8% | +6.4% | +5.4% | +10.6% |
| 6M | +8.2% | +16.0% | -7.8% | +5.6% |
| YTD | -29.3% | +23.6% | -52.9% | -31.8% |
| 1Y | -28.8% | +16.6% | -45.4% | -30.7% |
| 3Y | -7.5% | +82.3% | -89.7% | -16.2% |
| 5Y | -23.1% | +138.7% | -161.8% | -33.6% |
| 10Y | +63.7% | +352.8% | -289.1% | +43.1% |
| All | +86.6% | +485.1% | -398.5% | +56.7% |
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