-41.6%
KHC vs PFGC
+419.1%
-460.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.8% | -2.2% | +0.4% | -1.5% |
| 30D | -1.9% | -11.9% | +10.1% | -0.5% |
| 3M | +14.4% | +5.0% | +9.4% | +13.8% |
| 6M | +8.7% | +8.6% | +0.1% | +7.6% |
| YTD | +7.8% | +9.7% | -1.9% | +6.3% |
| 1Y | -1.5% | -6.3% | +4.8% | -1.1% |
| 3Y | -9.9% | +58.2% | -68.1% | -15.2% |
| 5Y | -10.7% | +110.4% | -121.2% | -19.6% |
| 10Y | -55.7% | +272.8% | -328.5% | -62.5% |
| All | -41.6% | +419.1% | -460.7% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling