+183.8%
EXC vs PFG
+203.0%
-19.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.1% |
| 7D | -1.7% | +2.3% | -4.0% | -2.4% |
| 30D | +9.3% | +7.6% | +1.7% | +6.9% |
| 3M | +1.0% | +2.5% | -1.5% | +0.1% |
| 6M | +5.9% | +16.6% | -10.7% | +0.8% |
| YTD | +7.6% | +34.1% | -26.4% | -2.2% |
| 1Y | +2.4% | +44.1% | -41.6% | -9.1% |
| 3Y | +30.2% | +86.3% | -56.0% | +4.3% |
| 5Y | +41.4% | +101.6% | -60.2% | +7.5% |
| 10Y | +183.8% | +197.9% | -14.1% | +71.4% |
| All | +183.8% | +203.0% | -19.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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