+279.9%
PFGC vs EXPD
+314.6%
-34.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -2.2% | -1.1% | -1.1% | -1.7% |
| 30D | -11.9% | +4.1% | -16.0% | -13.7% |
| 3M | +5.0% | +17.9% | -12.9% | -3.2% |
| 6M | +8.6% | +29.2% | -20.6% | -4.8% |
| YTD | +9.7% | +27.4% | -17.7% | -5.2% |
| 1Y | -6.3% | +56.8% | -63.1% | -28.2% |
| 3Y | +58.2% | +68.0% | -9.8% | +12.9% |
| 5Y | +110.4% | +61.9% | +48.6% | +48.0% |
| All | +279.9% | +314.6% | -34.6% | +66.6% |
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