+111.3%
PFG vs EXEL
+195.7%
-84.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.8% |
| 30D | +2.2% | +6.7% | -4.4% | +1.2% |
| 3M | +10.4% | +11.5% | -1.1% | +8.3% |
| 6M | +27.8% | +38.8% | -11.0% | +20.8% |
| YTD | +33.6% | +31.6% | +2.1% | +27.2% |
| 1Y | +49.3% | +53.0% | -3.7% | +38.0% |
| 3Y | +69.7% | +160.8% | -91.1% | +38.6% |
| 5Y | +111.3% | +190.1% | -78.7% | +58.6% |
| All | +111.3% | +195.7% | -84.4% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling