+168.7%
EXPE vs PFGC
+419.1%
-250.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -9.5% | -2.2% | -7.3% | -8.7% |
| 30D | -6.6% | -11.9% | +5.3% | -1.8% |
| 3M | +31.4% | +5.0% | +26.4% | +28.6% |
| 6M | +35.2% | +8.6% | +26.6% | +30.0% |
| YTD | +5.8% | +9.7% | -3.9% | +0.2% |
| 1Y | +38.7% | -6.3% | +45.0% | +40.4% |
| 3Y | +175.8% | +58.2% | +117.6% | +122.6% |
| 5Y | +111.8% | +110.4% | +1.4% | +50.8% |
| 10Y | +179.7% | +272.8% | -93.0% | +61.1% |
| All | +168.7% | +419.1% | -250.4% | +47.7% |
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 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