+256.9%
HL vs PFGC
+292.9%
-36.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.4% | -4.8% | +0.4% | -3.2% |
| 30D | +9.3% | -12.5% | +21.8% | +13.0% |
| 3M | +32.0% | -9.7% | +41.7% | +34.9% |
| 6M | -6.4% | +7.0% | -13.5% | -8.5% |
| YTD | +3.1% | +4.5% | -1.3% | +1.1% |
| 1Y | +77.6% | -11.6% | +89.1% | +81.0% |
| 3Y | +392.8% | +58.5% | +334.3% | +331.5% |
| 5Y | +234.1% | +112.6% | +121.5% | +168.9% |
| All | +256.9% | +292.9% | -36.0% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling