-8.4%
PFGC vs EXEL
+54.7%
-63.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -16.0% | +10.1% | -26.1% | -17.2% |
| 3M | -4.1% | +10.1% | -14.2% | -5.9% |
| 6M | +8.7% | +37.7% | -29.0% | +2.8% |
| YTD | +6.4% | +33.1% | -26.7% | +0.6% |
| 1Y | -8.4% | +52.4% | -60.8% | -15.2% |
| All | -8.4% | +54.7% | -63.1% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling