+178.5%
EXE vs PFGC
+84.6%
+93.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | +8.5% | -11.9% | +20.4% | +11.3% |
| 3M | +5.5% | +5.0% | +0.5% | +4.1% |
| 6M | -5.9% | +8.6% | -14.5% | -8.1% |
| YTD | -9.7% | +9.7% | -19.4% | -12.5% |
| 1Y | +3.6% | -6.3% | +9.9% | +4.2% |
| 3Y | +18.0% | +58.2% | -40.2% | +3.6% |
| 5Y | +109.4% | +110.4% | -1.0% | +67.4% |
| All | +178.5% | +84.6% | +93.9% | +125.0% |
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