+101.4%
EXE vs PFGC
+111.7%
-10.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | -0.4% | -16.0% | +15.6% | +3.1% |
| 3M | +9.5% | -4.1% | +13.6% | +10.2% |
| 6M | -9.3% | +8.7% | -18.1% | -11.5% |
| YTD | -10.9% | +6.4% | -17.3% | -13.0% |
| 1Y | +4.3% | -8.4% | +12.7% | +5.4% |
| 3Y | +18.8% | +61.8% | -42.9% | +3.7% |
| 5Y | +101.4% | +108.7% | -7.3% | +58.9% |
| All | +101.4% | +111.7% | -10.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling