+40.9%
EXPD vs PFG
+41.5%
-0.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | -1.6% | -2.2% | +0.7% | -0.9% |
| 30D | +0.6% | +6.4% | -5.7% | -1.4% |
| 3M | +9.8% | +2.2% | +7.6% | +9.0% |
| 6M | +25.8% | +16.3% | +9.5% | +18.5% |
| YTD | +31.3% | +33.2% | -2.0% | +18.4% |
| 1Y | +40.9% | +40.6% | +0.3% | +26.8% |
| All | +40.9% | +41.5% | -0.6% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling