-18.9%
EXE vs PFGC
+12.5%
-31.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +13.5% | -16.4% | -1.3% |
| 7D | -4.7% | +13.9% | -18.5% | -3.1% |
| 30D | +1.0% | +18.4% | -17.3% | +3.1% |
| 3M | -5.6% | -2.5% | -3.1% | -5.0% |
| 6M | -12.3% | +26.0% | -38.3% | -9.3% |
| YTD | -19.5% | +21.9% | -41.3% | -16.0% |
| 1Y | -18.9% | +13.4% | -32.2% | -15.4% |
| All | -18.9% | +12.5% | -31.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling