+86.3%
PFG vs EXEL
+244.2%
-158.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.7% |
| 7D | +2.3% | +2.3% | 0.0% | +2.0% |
| 30D | +7.6% | +19.8% | -12.2% | +5.5% |
| 3M | +2.5% | +32.7% | -30.2% | -0.6% |
| 6M | +16.6% | +49.0% | -32.4% | +11.2% |
| YTD | +34.1% | +63.7% | -29.6% | +26.0% |
| 1Y | +44.1% | +75.8% | -31.7% | +34.0% |
| 3Y | +86.3% | +241.3% | -155.0% | +55.0% |
| All | +86.3% | +244.2% | -158.0% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling