+101.4%
EXE vs PFG
+109.8%
-8.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -2.7% | +3.2% | -5.9% | -4.2% |
| 30D | -0.4% | +0.9% | -1.3% | -1.0% |
| 3M | +9.5% | +7.7% | +1.8% | +5.4% |
| 6M | -9.3% | +29.0% | -38.3% | -20.0% |
| YTD | -10.9% | +32.5% | -43.4% | -22.6% |
| 1Y | +4.3% | +47.3% | -43.0% | -14.2% |
| 3Y | +18.8% | +68.2% | -49.4% | -11.2% |
| 5Y | +101.4% | +108.5% | -7.1% | +24.0% |
| All | +101.4% | +109.8% | -8.4% | +24.0% |
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 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