+158.0%
EXPE vs PFG
+239.8%
-81.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -11.5% | +3.2% | -14.7% | -13.7% |
| 30D | -13.1% | +0.9% | -14.0% | -13.9% |
| 3M | +18.1% | +7.7% | +10.4% | +11.3% |
| 6M | +13.3% | +29.0% | -15.7% | -6.0% |
| YTD | -3.2% | +32.5% | -35.7% | -21.2% |
| 1Y | +26.1% | +47.3% | -21.2% | -4.4% |
| 3Y | +151.7% | +68.2% | +83.5% | +73.3% |
| 5Y | +88.3% | +108.5% | -20.1% | +10.4% |
| 10Y | +158.0% | +241.4% | -83.4% | -2.5% |
| All | +158.0% | +239.8% | -81.7% | -2.5% |
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