+135.5%
EXPE vs PFGC
+77.4%
+58.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.9% |
| 7D | -9.3% | +8.5% | -17.9% | -12.8% |
| 30D | +0.1% | +15.0% | -14.9% | -6.1% |
| 3M | -15.3% | -6.2% | -9.1% | -13.3% |
| 6M | +5.5% | +15.7% | -10.3% | -1.6% |
| YTD | -8.0% | +19.6% | -27.5% | -17.0% |
| 1Y | +18.9% | +13.2% | +5.7% | +10.8% |
| 3Y | +135.5% | +77.0% | +58.6% | +74.5% |
| All | +135.5% | +77.4% | +58.1% | +74.5% |
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