+298.1%
PFGC vs EXEL
+378.5%
-80.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -16.0% | +10.1% | -26.1% | -17.8% |
| 3M | -4.1% | +10.1% | -14.2% | -6.5% |
| 6M | +8.7% | +37.7% | -29.0% | +0.7% |
| YTD | +6.4% | +33.1% | -26.7% | -1.0% |
| 1Y | -8.4% | +52.4% | -60.8% | -17.7% |
| 3Y | +61.8% | +163.8% | -102.1% | +23.7% |
| 5Y | +108.7% | +198.5% | -89.8% | +52.6% |
| 10Y | +298.1% | +386.9% | -88.8% | +179.8% |
| All | +298.1% | +378.5% | -80.4% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling