+398.8%
HL vs PFGC
+59.5%
+339.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.5% |
| 7D | -5.6% | -4.8% | -0.8% | -4.0% |
| 30D | +12.7% | -17.2% | +30.0% | +19.9% |
| 3M | +42.5% | -6.3% | +48.9% | +44.3% |
| 6M | -9.0% | +8.8% | -17.8% | -13.3% |
| YTD | +4.4% | +4.9% | -0.5% | +0.4% |
| 1Y | +82.7% | -9.5% | +92.2% | +85.7% |
| All | +398.8% | +59.5% | +339.3% | +252.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling