+178.5%
EXE vs PFG
+161.2%
+17.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.5% |
| 7D | -0.3% | +5.5% | -5.8% | -2.7% |
| 30D | +8.5% | +2.4% | +6.1% | +7.2% |
| 3M | +5.5% | +13.6% | -8.1% | -0.8% |
| 6M | -5.9% | +27.9% | -33.8% | -16.5% |
| YTD | -9.7% | +35.6% | -45.3% | -22.2% |
| 1Y | +3.6% | +48.5% | -44.9% | -14.8% |
| 3Y | +18.0% | +66.9% | -48.8% | -10.6% |
| 5Y | +109.4% | +111.0% | -1.5% | +37.4% |
| All | +178.5% | +161.2% | +17.3% | +71.5% |
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