+135.5%
EXPE vs PBF
+59.0%
+76.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.8% |
| 7D | -9.3% | -13.8% | +4.4% | -8.6% |
| 30D | +0.1% | -19.6% | +19.8% | +1.2% |
| 3M | -15.3% | +10.3% | -25.6% | -16.4% |
| 6M | +5.5% | +63.4% | -58.0% | 0.0% |
| YTD | -8.0% | +152.6% | -160.6% | -19.2% |
| 1Y | +18.9% | +87.4% | -68.5% | +9.3% |
| 3Y | +135.5% | +63.3% | +72.3% | +95.8% |
| All | +135.5% | +59.0% | +76.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling