-13.5%
KHC vs PFGC
+110.5%
-124.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | -0.1% | -15.8% | +15.7% | +2.1% |
| 3M | +8.3% | -0.6% | +8.9% | +8.5% |
| 6M | +5.0% | +10.7% | -5.7% | +3.7% |
| YTD | +8.0% | +7.6% | +0.4% | +6.7% |
| 1Y | -1.1% | -7.8% | +6.7% | -0.4% |
| 3Y | -10.7% | +63.7% | -74.4% | -16.9% |
| 5Y | -13.5% | +112.3% | -125.8% | -23.0% |
| All | -13.5% | +110.5% | -124.0% | -23.0% |
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 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