-52.4%
KHC vs PFGC
+366.4%
-418.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.1% | +15.0% | -16.2% | -2.7% |
| 30D | +8.8% | +17.0% | -8.1% | +6.9% |
| 3M | -1.2% | -2.5% | +1.2% | -1.1% |
| 6M | +4.6% | +19.2% | -14.6% | +2.5% |
| YTD | +5.1% | +23.4% | -18.3% | +2.3% |
| 1Y | +6.2% | +13.9% | -7.6% | +4.3% |
| 3Y | -12.9% | +82.0% | -94.9% | -19.1% |
| 5Y | -16.8% | +128.7% | -145.5% | -25.5% |
| 10Y | -52.4% | +361.5% | -414.0% | -59.0% |
| All | -52.4% | +366.4% | -418.8% | -59.0% |
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 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