-56.0%
KHC vs PFGC
+294.6%
-350.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.5% | -4.8% | +2.3% | -2.0% |
| 30D | +0.5% | -17.2% | +17.7% | +2.6% |
| 3M | +3.0% | -6.3% | +9.4% | +3.8% |
| 6M | +6.6% | +8.8% | -2.2% | +5.6% |
| YTD | +5.8% | +4.9% | +0.9% | +4.9% |
| 1Y | -2.2% | -9.5% | +7.3% | -1.5% |
| 3Y | -12.5% | +59.6% | -72.1% | -17.6% |
| 5Y | -13.6% | +113.5% | -127.1% | -22.1% |
| All | -56.0% | +294.6% | -350.6% | -62.0% |
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