+575.2%
HLT vs PFGC
+292.9%
+282.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.2% |
| 30D | -5.0% | -12.5% | +7.5% | -1.2% |
| 3M | -10.4% | -9.7% | -0.7% | -7.9% |
| 6M | +3.2% | +7.0% | -3.8% | +0.7% |
| YTD | +6.7% | +4.5% | +2.3% | +4.3% |
| 1Y | +10.3% | -11.6% | +21.9% | +13.2% |
| 3Y | +99.3% | +58.5% | +40.8% | +70.5% |
| 5Y | +143.7% | +112.6% | +31.1% | +89.4% |
| All | +575.2% | +292.9% | +282.3% | +356.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling