+160.0%
EXPE vs PBR
+697.0%
-536.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | -5.8% | +5.4% | -11.1% | -7.2% |
| 30D | -13.6% | +22.9% | -36.5% | -18.6% |
| 3M | +25.2% | +19.6% | +5.5% | +18.0% |
| 6M | +22.3% | +16.5% | +5.9% | +15.2% |
| YTD | -0.3% | +86.7% | -87.0% | -18.9% |
| 1Y | +27.8% | +74.7% | -46.9% | +5.9% |
| 3Y | +162.4% | +102.6% | +59.9% | +102.9% |
| 5Y | +95.8% | +566.6% | -470.8% | -3.0% |
| All | +160.0% | +697.0% | -536.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling