+128.7%
PFGC vs EXEL
+283.4%
-154.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +15.0% | -2.4% | +17.4% | +15.6% |
| 30D | +17.0% | +17.9% | -0.9% | +12.9% |
| 3M | -2.5% | +33.3% | -35.7% | -8.4% |
| 6M | +19.2% | +46.6% | -27.4% | +9.2% |
| YTD | +23.4% | +61.0% | -37.6% | +10.3% |
| 1Y | +13.9% | +70.4% | -56.6% | +0.3% |
| 3Y | +82.0% | +236.1% | -154.1% | +26.0% |
| 5Y | +128.7% | +284.8% | -156.2% | +51.8% |
| All | +128.7% | +283.4% | -154.7% | +51.8% |
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 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