-13.0%
KHC vs PFGC
+80.6%
-93.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | +9.1% | +16.1% | -7.0% | +6.5% |
| 3M | +1.4% | +2.4% | -1.0% | +0.7% |
| 6M | +8.4% | +15.7% | -7.4% | +6.0% |
| YTD | +6.2% | +22.3% | -16.1% | +2.6% |
| 1Y | +5.7% | +13.9% | -8.2% | +3.2% |
| All | -13.0% | +80.6% | -93.6% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling