+114.4%
HPE vs PFGC
+15.6%
+98.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.5% |
| 7D | +7.9% | +3.4% | +4.4% | +8.7% |
| 30D | -23.5% | +16.9% | -40.4% | -20.1% |
| 3M | -19.1% | +6.4% | -25.5% | -16.8% |
| 6M | +51.4% | +16.0% | +35.4% | +55.0% |
| YTD | +103.4% | +23.6% | +79.8% | +101.8% |
| 1Y | +114.4% | +16.6% | +97.8% | +117.5% |
| All | +114.4% | +15.6% | +98.8% | +117.5% |
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