+77.6%
HL vs PFGC
-10.1%
+87.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -4.4% | -4.8% | +0.4% | -3.9% |
| 30D | +9.3% | -12.5% | +21.8% | +10.7% |
| 3M | +32.0% | -9.7% | +41.7% | +32.2% |
| 6M | -6.4% | +7.0% | -13.5% | -9.3% |
| YTD | +3.1% | +4.5% | -1.3% | +2.6% |
| 1Y | +77.6% | -11.6% | +89.1% | +54.4% |
| All | +77.6% | -10.1% | +87.6% | +54.4% |
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