+169.7%
EXE vs PFGC
+75.9%
+93.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.1% | -4.8% | +1.6% | -2.2% |
| 30D | -0.9% | -12.5% | +11.6% | +1.8% |
| 3M | +9.6% | -9.7% | +19.3% | +11.7% |
| 6M | -11.6% | +7.0% | -18.6% | -13.5% |
| YTD | -12.6% | +4.5% | -17.0% | -14.4% |
| 1Y | +1.2% | -11.6% | +12.8% | +3.1% |
| 3Y | +18.0% | +58.5% | -40.5% | +3.4% |
| 5Y | +101.1% | +112.6% | -11.5% | +60.1% |
| All | +169.7% | +75.9% | +93.9% | +120.1% |
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