+224.7%
HPE vs PFGC
+82.6%
+142.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.9% |
| 7D | +7.9% | +3.4% | +4.4% | +7.2% |
| 30D | -23.5% | +16.9% | -40.4% | -26.1% |
| 3M | -19.1% | +6.4% | -25.5% | -19.9% |
| 6M | +51.4% | +16.0% | +35.4% | +43.4% |
| YTD | +103.4% | +23.6% | +79.8% | +84.5% |
| 1Y | +114.4% | +16.6% | +97.8% | +100.1% |
| 3Y | +224.7% | +82.3% | +142.4% | +137.9% |
| All | +224.7% | +82.6% | +142.1% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling