+128.0%
PFGC vs EXPD
+55.6%
+72.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | +8.5% | -7.2% | +15.7% | +10.4% |
| 30D | +15.0% | -3.3% | +18.3% | +15.7% |
| 3M | -6.2% | +3.4% | -9.6% | -7.6% |
| 6M | +15.7% | +22.7% | -7.0% | +8.0% |
| YTD | +19.6% | +24.5% | -5.0% | +8.9% |
| 1Y | +13.2% | +38.6% | -25.5% | -1.4% |
| 3Y | +77.0% | +71.5% | +5.5% | +36.0% |
| All | +128.0% | +55.6% | +72.4% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling