+194.8%
HON vs PFGC
+419.1%
-224.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -15.3% | -11.9% | -3.3% | -12.8% |
| 3M | -7.9% | +5.0% | -12.9% | -9.2% |
| 6M | -18.1% | +8.6% | -26.7% | -19.9% |
| YTD | +3.8% | +9.7% | -5.9% | +0.8% |
| 1Y | +0.5% | -6.3% | +6.8% | +1.1% |
| 3Y | +19.8% | +58.2% | -38.4% | +5.8% |
| 5Y | +2.9% | +110.4% | -107.5% | -16.5% |
| 10Y | +134.6% | +272.8% | -138.1% | +67.0% |
| All | +194.8% | +419.1% | -224.3% | +96.0% |
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