-14.1%
KHC vs PFGC
+138.1%
-152.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +2.0% | +3.4% | -1.4% | +1.5% |
| 30D | +10.6% | +16.9% | -6.3% | +8.2% |
| 3M | +0.5% | +6.4% | -5.9% | -0.5% |
| 6M | +12.1% | +16.0% | -4.0% | +9.8% |
| YTD | +8.9% | +23.6% | -14.7% | +5.5% |
| 1Y | +7.5% | +16.6% | -9.1% | +4.9% |
| 3Y | -10.7% | +82.3% | -93.0% | -17.9% |
| All | -14.1% | +138.1% | -152.2% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling