+146.2%
HSY vs PFGC
+419.1%
-272.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | -2.8% | -11.9% | +9.1% | -1.4% |
| 3M | -4.5% | +5.0% | -9.5% | -5.0% |
| 6M | -24.2% | +8.6% | -32.8% | -25.0% |
| YTD | -2.7% | +9.7% | -12.4% | -4.0% |
| 1Y | -3.7% | -6.3% | +2.6% | -3.4% |
| 3Y | -11.5% | +58.2% | -69.7% | -16.8% |
| 5Y | +10.3% | +110.4% | -100.1% | -1.0% |
| 10Y | +122.1% | +272.8% | -150.6% | +75.8% |
| All | +146.2% | +419.1% | -272.9% | +78.5% |
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 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