+621.7%
HPE vs PFGC
+350.8%
+270.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -0.6% | -2.2% | +1.6% | +0.1% |
| 30D | -2.3% | -11.9% | +9.6% | +1.3% |
| 3M | -2.9% | +5.0% | -7.9% | -5.1% |
| 6M | +143.6% | +8.6% | +135.0% | +134.7% |
| YTD | +118.5% | +9.7% | +108.8% | +108.2% |
| 1Y | +129.2% | -6.3% | +135.5% | +129.5% |
| 3Y | +212.5% | +58.2% | +154.3% | +163.9% |
| 5Y | +286.9% | +110.4% | +176.5% | +193.4% |
| 10Y | +432.3% | +272.8% | +159.6% | +224.1% |
| All | +621.7% | +350.8% | +270.9% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling