+374.4%
EXPE vs PBF
+277.8%
+96.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.6% |
| 7D | -13.3% | -7.4% | -6.0% | -12.2% |
| 30D | -5.5% | -17.5% | +12.0% | -2.5% |
| 3M | -16.5% | +13.1% | -29.6% | -19.3% |
| 6M | +13.1% | +72.6% | -59.5% | -0.6% |
| YTD | -8.0% | +161.2% | -169.2% | -27.2% |
| 1Y | +1.1% | +93.3% | -92.2% | -15.4% |
| 3Y | +131.2% | +80.7% | +50.5% | +85.9% |
| 5Y | +39.8% | +396.1% | -356.3% | -15.6% |
| 10Y | +118.5% | +252.3% | -133.8% | +10.7% |
| All | +374.4% | +277.8% | +96.6% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling