+363.2%
PFGC vs EXPD
+335.0%
+28.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.4% | +5.5% | -2.1% | +1.0% |
| 30D | +16.9% | -0.8% | +17.7% | +16.9% |
| 3M | +6.4% | +4.1% | +2.3% | +3.9% |
| 6M | +16.0% | +25.7% | -9.7% | +3.2% |
| YTD | +23.6% | +31.4% | -7.8% | +4.9% |
| 1Y | +16.6% | +42.2% | -25.6% | -5.3% |
| 3Y | +82.3% | +77.2% | +5.1% | +26.2% |
| 5Y | +138.7% | +61.0% | +77.7% | +70.3% |
| All | +363.2% | +335.0% | +28.2% | +107.9% |
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