-2.8%
EXPE vs PFGC
+15.6%
-18.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -0.5% | +3.4% | -3.9% | -1.8% |
| 30D | -6.1% | +16.9% | -23.0% | -10.9% |
| 3M | -21.3% | +6.4% | -27.7% | -23.8% |
| 6M | +19.0% | +16.0% | +3.0% | +14.5% |
| YTD | -8.4% | +23.6% | -32.1% | -13.7% |
| 1Y | -2.8% | +16.6% | -19.4% | -5.7% |
| All | -2.8% | +15.6% | -18.4% | -5.7% |
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