+175.5%
EXE vs PFG
+157.3%
+18.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -0.9% |
| 30D | -0.8% | +2.5% | -3.3% | -2.0% |
| 3M | +10.0% | +6.1% | +4.0% | +6.7% |
| 6M | -6.3% | +31.3% | -37.6% | -17.9% |
| YTD | -10.7% | +33.6% | -44.2% | -22.6% |
| 1Y | +2.7% | +48.5% | -45.8% | -15.6% |
| 3Y | +19.1% | +69.6% | -50.5% | -10.7% |
| 5Y | +105.4% | +111.5% | -6.0% | +34.7% |
| All | +175.5% | +157.3% | +18.2% | +70.8% |
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