+78.7%
EXPE vs PCOR
-30.9%
+109.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.1% |
| 7D | -9.5% | -9.0% | -0.6% | -6.4% |
| 30D | -6.6% | +4.2% | -10.8% | -8.4% |
| 3M | +31.4% | +14.4% | +17.0% | +23.6% |
| 6M | +35.2% | +0.2% | +35.0% | +31.8% |
| YTD | +5.8% | -20.3% | +26.1% | +11.9% |
| 1Y | +38.7% | -16.1% | +54.8% | +43.3% |
| 3Y | +175.8% | -14.7% | +190.5% | +170.6% |
| 5Y | +111.8% | -43.2% | +155.0% | +94.1% |
| All | +78.7% | -30.9% | +109.6% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling