+269.4%
HPE vs PFGC
+61.7%
+207.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.4% |
| 7D | +13.6% | -3.7% | +17.4% | +14.8% |
| 30D | +7.7% | -16.0% | +23.7% | +12.7% |
| 3M | +22.4% | -4.1% | +26.5% | +21.9% |
| 6M | +172.6% | +8.7% | +163.9% | +157.3% |
| YTD | +147.5% | +6.4% | +141.2% | +132.1% |
| 1Y | +151.8% | -8.4% | +160.2% | +154.3% |
| All | +269.4% | +61.7% | +207.7% | +183.7% |
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