+238.2%
HL vs PFGC
+105.5%
+132.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.5% |
| 7D | -5.6% | -4.8% | -0.8% | -3.9% |
| 30D | +12.7% | -17.2% | +30.0% | +20.3% |
| 3M | +42.5% | -6.3% | +48.9% | +44.8% |
| 6M | -9.0% | +8.8% | -17.8% | -12.8% |
| YTD | +4.4% | +4.9% | -0.5% | +0.9% |
| 1Y | +82.7% | -9.5% | +92.2% | +85.7% |
| 3Y | +406.3% | +59.6% | +346.7% | +305.8% |
| 5Y | +238.2% | +113.5% | +124.7% | +138.1% |
| All | +238.2% | +105.5% | +132.7% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling