+243.8%
HPQ vs PFGC
+292.9%
-49.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.5% |
| 7D | +9.8% | -4.8% | +14.5% | +11.3% |
| 30D | +22.4% | -12.5% | +34.9% | +27.0% |
| 3M | +45.2% | -9.7% | +54.9% | +49.1% |
| 6M | +96.4% | +7.0% | +89.4% | +91.0% |
| YTD | +65.4% | +4.5% | +60.9% | +60.7% |
| 1Y | +31.6% | -11.6% | +43.2% | +34.5% |
| 3Y | +37.0% | +58.5% | -21.5% | +16.2% |
| 5Y | +53.0% | +112.6% | -59.6% | +16.5% |
| All | +243.8% | +292.9% | -49.1% | +115.1% |
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