+477.3%
PFGC vs EXPD
+360.8%
+116.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.0% |
| 7D | +12.5% | -4.8% | +17.3% | +14.5% |
| 30D | +17.0% | -1.5% | +18.5% | +17.3% |
| 3M | -2.1% | +4.1% | -6.2% | -4.6% |
| 6M | +25.9% | +24.0% | +1.9% | +12.7% |
| YTD | +22.0% | +27.4% | -5.4% | +5.1% |
| 1Y | +14.8% | +38.4% | -23.5% | -5.4% |
| 3Y | +80.8% | +73.2% | +7.6% | +27.2% |
| 5Y | +126.0% | +59.9% | +66.1% | +62.0% |
| 10Y | +363.8% | +319.9% | +43.8% | +104.3% |
| All | +477.3% | +360.8% | +116.4% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling