+855.0%
EXPE vs PBR
+634.8%
+220.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -9.5% | +8.6% | -18.1% | -11.6% |
| 30D | -6.6% | +12.8% | -19.4% | -9.9% |
| 3M | +31.4% | +14.7% | +16.7% | +25.4% |
| 6M | +35.2% | +25.2% | +10.0% | +24.8% |
| YTD | +5.8% | +77.1% | -71.3% | -11.7% |
| 1Y | +38.7% | +69.6% | -30.9% | +16.9% |
| 3Y | +175.8% | +95.6% | +80.2% | +118.8% |
| 5Y | +111.8% | +501.8% | -389.9% | +16.1% |
| 10Y | +179.7% | +640.6% | -460.9% | +26.2% |
| All | +855.0% | +634.8% | +220.2% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling