+25.0%
HL vs PFGC
+12.5%
+12.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +13.5% | -0.4% | +8.9% |
| 7D | +0.2% | +13.9% | -13.6% | -3.6% |
| 30D | -12.1% | +18.4% | -30.5% | -16.1% |
| 3M | -2.8% | -2.5% | -0.3% | -4.1% |
| 6M | -14.9% | +26.0% | -41.0% | -22.4% |
| YTD | -22.0% | +21.9% | -43.9% | -26.8% |
| 1Y | +25.0% | +13.4% | +11.6% | +19.4% |
| All | +25.0% | +12.5% | +12.5% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling