+114.2%
HIG vs PFGC
+110.3%
+3.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.5% | -4.8% | +3.3% | -0.1% |
| 30D | -0.4% | -12.5% | +12.2% | +3.4% |
| 3M | +6.7% | -9.7% | +16.4% | +9.6% |
| 6M | +2.0% | +7.0% | -5.1% | -0.5% |
| YTD | +0.3% | +4.5% | -4.2% | -2.1% |
| 1Y | +4.2% | -11.6% | +15.8% | +6.9% |
| 3Y | +102.2% | +58.5% | +43.7% | +71.5% |
| All | +114.2% | +110.3% | +3.9% | +62.7% |
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 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