+27.1%
EXPE vs PFGC
-7.4%
+34.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.9% | -6.0% | -7.3% |
| 7D | -9.8% | -2.4% | -7.3% | -9.1% |
| 30D | -11.5% | -15.8% | +4.3% | -7.2% |
| 3M | +21.7% | -0.6% | +22.3% | +22.8% |
| 6M | +10.4% | +10.7% | -0.3% | +8.4% |
| YTD | -2.5% | +7.6% | -10.2% | -6.1% |
| All | +27.1% | -7.4% | +34.5% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling