+597.4%
HL vs PFGC
+485.1%
+112.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -11.1% | +3.4% | -14.5% | -11.8% |
| 30D | -12.1% | +16.9% | -29.0% | -15.4% |
| 3M | -26.1% | +6.4% | -32.5% | -27.3% |
| 6M | -37.7% | +16.0% | -53.7% | -40.3% |
| YTD | -31.7% | +23.6% | -55.3% | -35.7% |
| 1Y | -11.6% | +16.6% | -28.2% | -15.7% |
| 3Y | +249.6% | +82.3% | +167.4% | +196.7% |
| 5Y | +108.5% | +138.7% | -30.2% | +64.0% |
| 10Y | +127.0% | +352.8% | -225.9% | +51.3% |
| All | +597.4% | +485.1% | +112.3% | +330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling