+47.6%
EXC vs PFG
+110.8%
-63.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | +0.3% | +5.5% | -5.2% | -0.8% |
| 30D | -3.7% | +2.4% | -6.1% | -4.2% |
| 3M | -1.3% | +13.6% | -14.9% | -3.8% |
| 6M | -9.7% | +27.9% | -37.6% | -14.0% |
| YTD | +2.9% | +35.6% | -32.7% | -3.4% |
| 1Y | +4.4% | +48.5% | -44.1% | -4.1% |
| 3Y | +22.2% | +66.9% | -44.7% | +7.5% |
| All | +47.6% | +110.8% | -63.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling