+90.1%
EXPE vs PBR
+544.5%
-454.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -11.5% | +0.3% | -11.8% | -11.6% |
| 30D | -13.1% | +17.5% | -30.6% | -15.0% |
| 3M | +18.1% | +20.9% | -2.7% | +14.6% |
| 6M | +13.3% | +20.2% | -7.0% | +9.1% |
| YTD | -3.2% | +84.3% | -87.5% | -14.6% |
| 1Y | +26.1% | +77.1% | -51.0% | +12.0% |
| 3Y | +151.7% | +100.8% | +50.9% | +114.7% |
| All | +90.1% | +544.5% | -454.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling