+334.3%
EXPD vs PFG
+189.4%
+145.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | -1.6% | -2.2% | +0.7% | -0.8% |
| 30D | +0.6% | +6.4% | -5.7% | -1.7% |
| 3M | +9.8% | +2.2% | +7.6% | +8.7% |
| 6M | +25.8% | +16.3% | +9.5% | +18.6% |
| YTD | +31.3% | +33.2% | -2.0% | +17.8% |
| 1Y | +40.9% | +40.6% | +0.3% | +24.0% |
| 3Y | +74.7% | +83.3% | -8.6% | +38.5% |
| 5Y | +62.9% | +97.7% | -34.9% | +23.9% |
| 10Y | +334.3% | +189.9% | +144.5% | +170.2% |
| All | +334.3% | +189.4% | +145.0% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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