+976.7%
PFG vs EXEL
+482.3%
+494.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.4% |
| 7D | +2.3% | +2.3% | 0.0% | +1.8% |
| 30D | +7.6% | +19.8% | -12.2% | +3.5% |
| 3M | +2.5% | +32.7% | -30.2% | -3.7% |
| 6M | +16.6% | +49.0% | -32.4% | +6.4% |
| YTD | +34.1% | +63.7% | -29.6% | +19.3% |
| 1Y | +44.1% | +75.8% | -31.7% | +26.1% |
| 3Y | +86.3% | +241.3% | -155.0% | +37.1% |
| 5Y | +101.6% | +289.0% | -187.5% | +41.4% |
| 10Y | +197.9% | +377.6% | -179.8% | +79.0% |
| All | +976.7% | +482.3% | +494.4% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling