+730.4%
EXPE vs PFG
+391.4%
+339.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -1.7% |
| 7D | -13.3% | +2.3% | -15.6% | -13.9% |
| 30D | -5.5% | +7.6% | -13.1% | -8.0% |
| 3M | -16.5% | +2.5% | -19.0% | -17.2% |
| 6M | +13.1% | +16.6% | -3.5% | +6.0% |
| YTD | -8.0% | +34.1% | -42.1% | -18.4% |
| 1Y | +1.1% | +44.1% | -43.0% | -12.9% |
| 3Y | +131.2% | +86.3% | +44.9% | +80.7% |
| 5Y | +39.8% | +101.6% | -61.8% | +6.3% |
| 10Y | +118.5% | +197.9% | -79.4% | +40.6% |
| All | +730.4% | +391.4% | +339.0% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling