+147.8%
HSY vs PFGC
+485.1%
-337.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -2.1% | +3.4% | -5.6% | -2.5% |
| 30D | +6.1% | +16.9% | -10.8% | +4.1% |
| 3M | -5.6% | +6.4% | -12.0% | -6.4% |
| 6M | -9.5% | +16.0% | -25.6% | -11.2% |
| YTD | -2.1% | +23.6% | -25.7% | -4.8% |
| 1Y | +0.8% | +16.6% | -15.8% | -1.4% |
| 3Y | -2.1% | +82.3% | -84.4% | -9.6% |
| 5Y | +11.2% | +138.7% | -127.5% | -1.7% |
| 10Y | +128.3% | +352.8% | -224.6% | +75.8% |
| All | +147.8% | +485.1% | -337.3% | +77.0% |
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