+39.7%
HPQ vs PFGC
+108.3%
-68.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | +2.2% | -3.7% | +5.9% | +3.5% |
| 30D | +9.7% | -16.0% | +25.7% | +15.8% |
| 3M | +32.7% | -4.1% | +36.9% | +33.9% |
| 6M | +77.7% | +8.7% | +69.0% | +71.0% |
| YTD | +51.0% | +6.4% | +44.6% | +44.7% |
| 1Y | +18.4% | -8.4% | +26.8% | +20.1% |
| 3Y | +25.6% | +61.8% | -36.2% | +1.4% |
| All | +39.7% | +108.3% | -68.6% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling