+485.1%
PFGC vs EXEL
+1,100.0%
-614.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | +16.9% | +13.1% | +3.8% | +14.0% |
| 3M | +6.4% | +36.3% | -29.9% | -0.1% |
| 6M | +16.0% | +34.5% | -18.5% | +8.8% |
| YTD | +23.6% | +57.4% | -33.8% | +12.0% |
| 1Y | +16.6% | +62.9% | -46.3% | +4.8% |
| 3Y | +82.3% | +229.5% | -147.2% | +37.5% |
| 5Y | +138.7% | +281.2% | -142.5% | +72.7% |
| 10Y | +352.8% | +320.7% | +32.1% | +215.3% |
| All | +485.1% | +1,100.0% | -614.9% | +271.7% |
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