+47.9%
PFG vs EXEL
+92.4%
-44.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.1% |
| 7D | +4.9% | +9.8% | -4.9% | +4.5% |
| 30D | +5.7% | +23.6% | -18.0% | +4.8% |
| 3M | +2.6% | +29.9% | -27.3% | +1.6% |
| 6M | +19.8% | +64.7% | -44.9% | +17.1% |
| YTD | +36.3% | +66.0% | -29.7% | +32.6% |
| 1Y | +47.9% | +92.0% | -44.1% | +44.3% |
| All | +47.9% | +92.4% | -44.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling