+88.3%
EXPE vs PBF
+817.4%
-729.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -11.5% | +1.4% | -12.9% | -11.7% |
| 30D | -13.1% | +15.8% | -28.9% | -14.7% |
| 3M | +18.1% | +90.3% | -72.1% | +8.3% |
| 6M | +13.3% | +102.8% | -89.6% | +1.7% |
| YTD | -3.2% | +187.3% | -190.6% | -18.2% |
| 1Y | +26.1% | +161.8% | -135.7% | +7.0% |
| 3Y | +151.7% | +55.5% | +96.2% | +119.6% |
| 5Y | +88.3% | +801.9% | -713.6% | +14.4% |
| All | +88.3% | +817.4% | -729.0% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling