+276.4%
HIG vs PFGC
+403.3%
-126.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -0.5% | -3.7% | +3.2% | +0.8% |
| 30D | -2.8% | -16.0% | +13.1% | +2.8% |
| 3M | +6.3% | -4.1% | +10.5% | +7.6% |
| 6M | -0.1% | +8.7% | -8.8% | -3.5% |
| YTD | +0.4% | +6.4% | -5.9% | -3.0% |
| 1Y | +6.2% | -8.4% | +14.6% | +7.8% |
| 3Y | +101.6% | +61.8% | +39.9% | +66.1% |
| 5Y | +119.8% | +108.7% | +11.1% | +59.8% |
| 10Y | +311.7% | +298.1% | +13.6% | +115.2% |
| All | +276.4% | +403.3% | -126.9% | +98.0% |
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 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