+563.1%
HPE vs PFGC
+292.9%
+270.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.9% | +12.6% |
| 7D | +19.4% | -4.8% | +24.2% | +21.1% |
| 30D | +5.6% | -12.5% | +18.2% | +9.9% |
| 3M | +33.1% | -9.7% | +42.8% | +36.3% |
| 6M | +192.5% | +7.0% | +185.4% | +182.7% |
| YTD | +160.9% | +4.5% | +156.5% | +152.1% |
| 1Y | +155.0% | -11.6% | +166.5% | +159.7% |
| 3Y | +289.4% | +58.5% | +230.9% | +228.1% |
| 5Y | +395.7% | +112.6% | +283.1% | +274.1% |
| All | +563.1% | +292.9% | +270.2% | +309.6% |
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