+132.3%
HON vs PFGC
+292.9%
-160.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -2.3% |
| 30D | -13.8% | -12.5% | -1.2% | -11.0% |
| 3M | -11.7% | -9.7% | -2.0% | -9.7% |
| 6M | -18.7% | +7.0% | -25.7% | -20.3% |
| YTD | +0.2% | +4.5% | -4.2% | -1.6% |
| 1Y | -3.1% | -11.6% | +8.5% | -1.0% |
| 3Y | +17.0% | +58.5% | -41.5% | +3.1% |
| 5Y | +2.0% | +112.6% | -110.6% | -17.7% |
| All | +132.3% | +292.9% | -160.6% | +69.2% |
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