+150.1%
EXE vs PFGC
+107.8%
+42.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | -2.2% | +15.0% | -17.2% | -5.0% |
| 30D | -0.3% | +17.0% | -17.3% | -3.6% |
| 3M | -9.3% | -2.5% | -6.9% | -9.0% |
| 6M | -7.2% | +19.2% | -26.4% | -11.0% |
| YTD | -18.9% | +23.4% | -42.4% | -23.4% |
| 1Y | -21.7% | +13.9% | -35.5% | -24.6% |
| 3Y | +21.0% | +82.0% | -61.0% | +3.0% |
| 5Y | +76.0% | +128.7% | -52.7% | +38.7% |
| All | +150.1% | +107.8% | +42.3% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling