+151.5%
EXC vs PFG
+239.4%
-88.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +1.2% | +6.0% | -4.8% | -0.6% |
| 30D | -2.7% | +2.2% | -4.9% | -3.4% |
| 3M | -1.0% | +10.4% | -11.3% | -4.0% |
| 6M | -9.3% | +27.8% | -37.0% | -15.9% |
| YTD | +3.6% | +33.6% | -30.0% | -5.6% |
| 1Y | +5.9% | +49.3% | -43.4% | -7.0% |
| 3Y | +21.3% | +69.7% | -48.4% | +0.3% |
| 5Y | +46.2% | +111.3% | -65.2% | +9.5% |
| 10Y | +151.5% | +240.3% | -88.8% | +35.0% |
| All | +151.5% | +239.4% | -88.0% | +35.0% |
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