+988.7%
PFG vs EXEL
+379.0%
+609.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +5.5% | +8.4% | -2.8% | +3.7% |
| 30D | +2.4% | +4.1% | -1.7% | +1.3% |
| 3M | +13.6% | +12.4% | +1.2% | +10.4% |
| 6M | +27.9% | +41.5% | -13.7% | +17.8% |
| YTD | +35.6% | +34.6% | +0.9% | +25.9% |
| 1Y | +48.5% | +57.9% | -9.4% | +32.5% |
| 3Y | +66.9% | +159.5% | -92.6% | +30.0% |
| 5Y | +111.0% | +198.5% | -87.5% | +56.4% |
| 10Y | +244.5% | +411.4% | -166.9% | +100.7% |
| All | +988.7% | +379.0% | +609.8% | +245.0% |
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 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