+112.3%
PFGC vs EXEL
+195.7%
-83.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -15.8% | +6.7% | -22.4% | -16.9% |
| 3M | -0.6% | +11.5% | -12.1% | -3.2% |
| 6M | +10.7% | +38.8% | -28.1% | +2.7% |
| YTD | +7.6% | +31.6% | -23.9% | +0.7% |
| 1Y | -7.8% | +53.0% | -60.8% | -17.0% |
| 3Y | +63.7% | +160.8% | -97.1% | +22.2% |
| 5Y | +112.3% | +190.1% | -77.8% | +44.6% |
| All | +112.3% | +195.7% | -83.5% | +44.6% |
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