+312.6%
EXPD vs PFG
+244.0%
+68.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -1.1% | +5.5% | -6.7% | -3.1% |
| 30D | +4.1% | +2.4% | +1.7% | +3.1% |
| 3M | +17.9% | +13.6% | +4.3% | +12.3% |
| 6M | +29.2% | +27.9% | +1.3% | +17.8% |
| YTD | +27.4% | +35.6% | -8.2% | +13.7% |
| 1Y | +56.8% | +48.5% | +8.4% | +35.2% |
| 3Y | +68.0% | +66.9% | +1.2% | +37.6% |
| 5Y | +61.9% | +111.0% | -49.1% | +20.6% |
| All | +312.6% | +244.0% | +68.6% | +143.2% |
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