+339.7%
PFGC vs EXPD
+304.0%
+35.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.0% |
| 7D | +8.5% | -7.2% | +15.7% | +11.7% |
| 30D | +15.0% | -3.3% | +18.3% | +16.2% |
| 3M | -6.2% | +3.4% | -9.6% | -8.3% |
| 6M | +15.7% | +22.7% | -7.0% | +4.0% |
| YTD | +19.6% | +24.5% | -5.0% | +3.9% |
| 1Y | +13.2% | +38.6% | -25.5% | -7.3% |
| 3Y | +77.0% | +71.5% | +5.5% | +23.9% |
| 5Y | +121.5% | +56.2% | +65.2% | +59.4% |
| All | +339.7% | +304.0% | +35.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling