+128.8%
EXPE vs PFGC
+484.2%
-355.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -11.2% | +15.0% | -26.2% | -16.2% |
| 30D | -7.5% | +17.0% | -24.4% | -13.2% |
| 3M | -19.1% | -2.5% | -16.6% | -18.3% |
| 6M | +10.7% | +19.2% | -8.5% | +2.8% |
| YTD | -9.9% | +23.4% | -33.4% | -18.7% |
| 1Y | -4.6% | +13.9% | -18.5% | -11.0% |
| 3Y | +116.8% | +82.0% | +34.8% | +65.3% |
| 5Y | +38.6% | +128.7% | -90.1% | -4.8% |
| 10Y | +115.9% | +361.5% | -245.7% | +16.9% |
| All | +128.8% | +484.2% | -355.5% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling