+115.9%
EXPE vs PFG
+195.4%
-79.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -11.2% | +3.0% | -14.2% | -12.6% |
| 30D | -7.5% | +8.2% | -15.6% | -12.0% |
| 3M | -19.1% | +2.7% | -21.8% | -20.5% |
| 6M | +10.7% | +17.2% | -6.5% | -1.4% |
| YTD | -9.9% | +34.8% | -44.7% | -27.3% |
| 1Y | -4.6% | +43.6% | -48.2% | -26.3% |
| 3Y | +116.8% | +85.4% | +31.4% | +40.0% |
| 5Y | +38.6% | +102.2% | -63.6% | -16.7% |
| 10Y | +115.9% | +190.2% | -74.4% | -11.8% |
| All | +115.9% | +195.4% | -79.6% | -11.8% |
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 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