+116.4%
HPE vs PFGC
+12.5%
+104.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +13.5% | -19.2% | -2.3% |
| 7D | -17.0% | +13.9% | -30.8% | -13.9% |
| 30D | -26.7% | +18.4% | -45.1% | -23.6% |
| 3M | -4.1% | -2.5% | -1.6% | -2.9% |
| 6M | +75.4% | +26.0% | +49.4% | +77.4% |
| YTD | +111.0% | +21.9% | +89.2% | +108.6% |
| 1Y | +116.4% | +13.4% | +103.1% | +117.6% |
| All | +116.4% | +12.5% | +104.0% | +117.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling