+175.2%
EXPE vs PFGC
+66.2%
+109.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -9.5% | -2.2% | -7.3% | -8.6% |
| 30D | -6.6% | -11.9% | +5.3% | -1.3% |
| 3M | +31.4% | +5.0% | +26.4% | +28.5% |
| 6M | +35.2% | +8.6% | +26.6% | +29.5% |
| YTD | +5.8% | +9.7% | -3.9% | -0.8% |
| 1Y | +38.7% | -6.3% | +45.0% | +42.0% |
| All | +175.2% | +66.2% | +109.0% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling