-44.5%
KHC vs PFG
+247.0%
-291.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.1% | +3.0% | -4.1% | -2.0% |
| 30D | +8.8% | +8.2% | +0.7% | +6.4% |
| 3M | -1.2% | +2.7% | -3.9% | -2.2% |
| 6M | +4.6% | +17.2% | -12.6% | -0.3% |
| YTD | +5.1% | +34.8% | -29.6% | -4.1% |
| 1Y | +6.2% | +43.6% | -37.3% | -4.9% |
| 3Y | -12.9% | +85.4% | -98.3% | -28.8% |
| 5Y | -16.8% | +102.2% | -118.9% | -35.6% |
| 10Y | -52.4% | +190.2% | -242.7% | -71.1% |
| All | -44.5% | +247.0% | -291.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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