+445.6%
EXPE vs PBF
+303.9%
+141.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -9.5% | +4.3% | -13.8% | -10.3% |
| 30D | -6.6% | +22.0% | -28.6% | -10.3% |
| 3M | +31.4% | +74.5% | -43.1% | +16.5% |
| 6M | +35.2% | +67.7% | -32.5% | +19.1% |
| YTD | +5.8% | +179.2% | -173.4% | -16.6% |
| 1Y | +38.7% | +170.0% | -131.3% | +8.5% |
| 3Y | +175.8% | +66.4% | +109.4% | +126.9% |
| 5Y | +111.8% | +764.5% | -652.7% | +13.7% |
| 10Y | +179.7% | +358.5% | -178.8% | +35.3% |
| All | +445.6% | +303.9% | +141.7% | +143.0% |
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