+135.5%
EXPE vs PCOR
+43.8%
+91.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -9.3% | +22.7% | -32.1% | -16.5% |
| 30D | +0.1% | +37.5% | -37.3% | -11.7% |
| 3M | -15.3% | +35.2% | -50.5% | -25.6% |
| 6M | +5.5% | +42.2% | -36.8% | -10.3% |
| YTD | -8.0% | +3.6% | -11.5% | -11.9% |
| 1Y | +18.9% | -4.8% | +23.6% | +17.8% |
| 3Y | +135.5% | +48.3% | +87.2% | +81.0% |
| All | +135.5% | +43.8% | +91.7% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling