+72.3%
EXE vs PFG
+101.8%
-29.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -2.2% | +3.0% | -5.2% | -3.5% |
| 30D | -0.3% | +8.2% | -8.5% | -3.6% |
| 3M | -9.3% | +2.7% | -12.0% | -10.6% |
| 6M | -7.2% | +17.2% | -24.4% | -14.1% |
| YTD | -18.9% | +34.8% | -53.7% | -29.8% |
| 1Y | -21.7% | +43.6% | -65.3% | -34.3% |
| 3Y | +21.0% | +85.4% | -64.4% | -13.1% |
| All | +72.3% | +101.8% | -29.5% | +13.6% |
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