+55.4%
EXPE vs PCOR
-10.3%
+65.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -9.3% | +22.7% | -32.1% | -16.1% |
| 30D | +0.1% | +37.5% | -37.3% | -11.0% |
| 3M | -15.3% | +35.2% | -50.5% | -25.0% |
| 6M | +5.5% | +42.2% | -36.8% | -9.3% |
| YTD | -8.0% | +3.6% | -11.5% | -12.1% |
| 1Y | +18.9% | -4.8% | +23.6% | +17.2% |
| 3Y | +135.5% | +48.3% | +87.2% | +90.5% |
| 5Y | +44.3% | -20.1% | +64.3% | +19.2% |
| All | +55.4% | -10.3% | +65.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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