+249.6%
HL vs PFGC
+82.6%
+167.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -11.1% | +3.4% | -14.5% | -12.2% |
| 30D | -12.1% | +16.9% | -29.0% | -16.9% |
| 3M | -26.1% | +6.4% | -32.5% | -28.1% |
| 6M | -37.7% | +16.0% | -53.7% | -41.9% |
| YTD | -31.7% | +23.6% | -55.3% | -38.0% |
| 1Y | -11.6% | +16.6% | -28.2% | -18.0% |
| 3Y | +249.6% | +82.3% | +167.4% | +142.3% |
| All | +249.6% | +82.6% | +167.0% | +142.3% |
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