+153.4%
EXE vs PFGC
+108.1%
+45.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +5.3% | +3.4% | +1.9% | +4.7% |
| 30D | -2.2% | +16.9% | -19.1% | -5.4% |
| 3M | -5.9% | +6.4% | -12.3% | -7.3% |
| 6M | -5.7% | +16.0% | -21.7% | -9.0% |
| YTD | -17.8% | +23.6% | -41.5% | -22.4% |
| 1Y | -23.1% | +16.6% | -39.7% | -26.4% |
| 3Y | +21.2% | +82.3% | -61.1% | +3.2% |
| 5Y | +78.8% | +138.7% | -59.9% | +39.5% |
| All | +153.4% | +108.1% | +45.3% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling