+419.1%
PFGC vs EXEL
+926.3%
-507.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.2% | +8.4% | -10.6% | -3.8% |
| 30D | -11.9% | +4.1% | -16.0% | -12.8% |
| 3M | +5.0% | +12.4% | -7.4% | +2.3% |
| 6M | +8.6% | +41.5% | -32.9% | +0.8% |
| YTD | +9.7% | +34.6% | -24.9% | +2.6% |
| 1Y | -6.3% | +57.9% | -64.2% | -15.5% |
| 3Y | +58.2% | +159.5% | -101.3% | +25.1% |
| 5Y | +110.4% | +198.5% | -88.0% | +59.4% |
| 10Y | +272.8% | +411.4% | -138.6% | +162.0% |
| All | +419.1% | +926.3% | -507.2% | +240.6% |
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 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