+104.9%
EXPE vs PFGC
+111.4%
-6.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -9.5% | -2.2% | -7.3% | -8.4% |
| 30D | -6.6% | -11.9% | +5.3% | -0.2% |
| 3M | +31.4% | +5.0% | +26.4% | +27.6% |
| 6M | +35.2% | +8.6% | +26.6% | +28.1% |
| YTD | +5.8% | +9.7% | -3.9% | -2.0% |
| 1Y | +38.7% | -6.3% | +45.0% | +41.1% |
| 3Y | +175.8% | +58.2% | +117.6% | +99.7% |
| All | +104.9% | +111.4% | -6.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling