+72.7%
EXPD vs PFG
+84.7%
-12.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +1.1% |
| 7D | -5.5% | +2.3% | -7.8% | -6.4% |
| 30D | -1.9% | +7.6% | -9.5% | -4.8% |
| 3M | +6.1% | +2.5% | +3.6% | +4.8% |
| 6M | +21.6% | +16.6% | +5.0% | +13.5% |
| YTD | +27.9% | +34.1% | -6.2% | +12.4% |
| 1Y | +39.4% | +44.1% | -4.7% | +18.7% |
| 3Y | +72.7% | +86.3% | -13.6% | +23.6% |
| All | +72.7% | +84.7% | -12.0% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling