+268.7%
HPQ vs PFGC
+485.1%
-216.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +3.2% | +3.4% | -0.3% | +2.1% |
| 30D | -3.6% | +16.9% | -20.5% | -8.1% |
| 3M | -5.3% | +6.4% | -11.7% | -7.4% |
| 6M | +41.1% | +16.0% | +25.1% | +34.1% |
| YTD | +36.9% | +23.6% | +13.2% | +26.3% |
| 1Y | +23.5% | +16.6% | +6.9% | +16.0% |
| 3Y | +19.6% | +82.3% | -62.7% | -2.5% |
| 5Y | +11.4% | +138.7% | -127.3% | -17.7% |
| 10Y | +160.6% | +352.8% | -192.2% | +52.8% |
| All | +268.7% | +485.1% | -216.4% | +102.2% |
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