+152.1%
EXE vs PFG
+156.7%
-4.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.5% | -2.2% | +3.7% | +2.4% |
| 30D | -0.2% | +6.4% | -6.6% | -2.9% |
| 3M | -9.2% | +2.2% | -11.5% | -10.5% |
| 6M | -7.2% | +16.3% | -23.5% | -14.0% |
| YTD | -18.3% | +33.2% | -51.5% | -29.2% |
| 1Y | -23.6% | +40.6% | -64.2% | -35.6% |
| 3Y | +21.9% | +83.3% | -61.4% | -12.4% |
| 5Y | +73.7% | +97.7% | -24.1% | +17.3% |
| All | +152.1% | +156.7% | -4.6% | +56.0% |
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