+287.7%
HPQ vs PFGC
+409.4%
-121.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.0% |
| 7D | -0.5% | -2.4% | +2.0% | +0.2% |
| 30D | +3.7% | -15.8% | +19.5% | +8.8% |
| 3M | +24.3% | -0.6% | +24.9% | +24.1% |
| 6M | +64.8% | +10.7% | +54.1% | +58.8% |
| YTD | +43.9% | +7.6% | +36.3% | +38.7% |
| 1Y | +11.7% | -7.8% | +19.5% | +12.7% |
| 3Y | +19.7% | +63.7% | -44.0% | +0.8% |
| 5Y | +32.2% | +112.3% | -80.0% | +1.2% |
| 10Y | +198.9% | +286.7% | -87.8% | +83.5% |
| All | +287.7% | +409.4% | -121.7% | +122.1% |
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 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