+127.8%
HSY vs PFGC
+294.6%
-166.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | -0.4% | -4.8% | +4.4% | +0.1% |
| 30D | -3.4% | -17.2% | +13.8% | -1.5% |
| 3M | -0.5% | -6.3% | +5.8% | +0.2% |
| 6M | -19.1% | +8.8% | -28.0% | -20.0% |
| YTD | -2.1% | +4.9% | -7.0% | -2.8% |
| 1Y | -3.2% | -9.5% | +6.3% | -2.5% |
| 3Y | -8.8% | +59.6% | -68.4% | -14.2% |
| 5Y | +13.0% | +113.5% | -100.6% | +1.5% |
| All | +127.8% | +294.6% | -166.8% | +83.9% |
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