+67.5%
HDB vs PFGC
+419.1%
-351.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | -2.8% | -11.9% | +9.1% | -1.0% |
| 3M | -3.5% | +5.0% | -8.5% | -4.2% |
| 6M | -24.7% | +8.6% | -33.3% | -25.7% |
| YTD | -36.6% | +9.7% | -46.2% | -37.6% |
| 1Y | -34.4% | -6.3% | -28.1% | -34.0% |
| 3Y | -24.4% | +58.2% | -82.6% | -30.0% |
| 5Y | -35.4% | +110.4% | -145.8% | -43.1% |
| 10Y | +39.5% | +272.8% | -233.2% | +25.1% |
| All | +67.5% | +419.1% | -351.6% | +43.4% |
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