+484.2%
PFGC vs EXEL
+1,127.5%
-643.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +15.0% | -2.4% | +17.4% | +15.5% |
| 30D | +17.0% | +17.9% | -0.9% | +13.2% |
| 3M | -2.5% | +33.3% | -35.7% | -8.0% |
| 6M | +19.2% | +46.6% | -27.4% | +9.9% |
| YTD | +23.4% | +61.0% | -37.6% | +11.3% |
| 1Y | +13.9% | +70.4% | -56.6% | +1.4% |
| 3Y | +82.0% | +236.1% | -154.1% | +36.8% |
| 5Y | +128.7% | +284.8% | -156.2% | +65.1% |
| 10Y | +361.5% | +348.4% | +13.1% | +219.3% |
| All | +484.2% | +1,127.5% | -643.3% | +269.5% |
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