+104.9%
EXPE vs PFG
+110.8%
-5.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -0.5% |
| 7D | -9.5% | +5.5% | -15.1% | -13.4% |
| 30D | -6.6% | +2.4% | -9.0% | -8.6% |
| 3M | +31.4% | +13.6% | +17.8% | +18.1% |
| 6M | +35.2% | +27.9% | +7.3% | +10.6% |
| YTD | +5.8% | +35.6% | -29.7% | -17.2% |
| 1Y | +38.7% | +48.5% | -9.8% | +1.3% |
| 3Y | +175.8% | +66.9% | +108.9% | +82.8% |
| All | +104.9% | +110.8% | -5.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling