+370.3%
HPE vs PFGC
+351.0%
+19.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +7.9% | +3.4% | +4.4% | +6.8% |
| 30D | -23.5% | +16.9% | -40.4% | -27.6% |
| 3M | -19.1% | +6.4% | -25.5% | -21.3% |
| 6M | +51.4% | +16.0% | +35.4% | +42.0% |
| YTD | +103.4% | +23.6% | +79.8% | +85.2% |
| 1Y | +114.4% | +16.6% | +97.8% | +98.8% |
| 3Y | +224.7% | +82.3% | +142.4% | +160.1% |
| 5Y | +277.8% | +138.7% | +139.0% | +173.2% |
| All | +370.3% | +351.0% | +19.3% | +176.8% |
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