+687.5%
EXC vs PFG
+960.1%
-272.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -1.2% | -0.6% | -0.5% | -1.1% |
| 30D | +10.0% | +2.0% | +7.9% | +9.4% |
| 3M | +1.6% | -3.2% | +4.8% | +2.2% |
| 6M | +3.3% | +10.9% | -7.7% | +0.6% |
| YTD | +7.6% | +28.8% | -21.3% | +0.9% |
| 1Y | +3.5% | +39.2% | -35.7% | -4.7% |
| 3Y | +27.7% | +75.0% | -47.4% | +10.0% |
| 5Y | +41.1% | +91.9% | -50.8% | +17.4% |
| 10Y | +178.2% | +202.3% | -24.1% | +98.3% |
| All | +687.5% | +960.1% | -272.6% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling