+12.0%
HON vs PFGC
+138.1%
-126.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | +7.5% | +16.9% | -9.4% | +2.5% |
| 3M | -4.3% | +6.4% | -10.7% | -6.4% |
| 6M | -1.5% | +16.0% | -17.6% | -6.5% |
| YTD | +10.5% | +23.6% | -13.1% | +2.3% |
| 1Y | +8.5% | +16.6% | -8.1% | +2.2% |
| 3Y | +28.0% | +82.3% | -54.2% | +4.2% |
| All | +12.0% | +138.1% | -126.1% | -17.1% |
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