+127.7%
EXPE vs PFGC
+351.0%
-223.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -0.5% | +3.4% | -3.9% | -2.0% |
| 30D | -6.1% | +16.9% | -23.0% | -12.1% |
| 3M | -21.3% | +6.4% | -27.7% | -23.4% |
| 6M | +19.0% | +16.0% | +3.0% | +11.5% |
| YTD | -8.4% | +23.6% | -32.1% | -17.7% |
| 1Y | -2.8% | +16.6% | -19.4% | -10.5% |
| 3Y | +120.8% | +82.3% | +38.5% | +66.4% |
| 5Y | +46.2% | +138.7% | -92.5% | -2.7% |
| All | +127.7% | +351.0% | -223.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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