+63.3%
EXPE vs PCOR
-10.0%
+73.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | 0.0% | -13.7% | -13.7% |
| 7D | -3.6% | +23.7% | -27.3% | -11.0% |
| 30D | +4.8% | +39.0% | -34.2% | -7.3% |
| 3M | -14.6% | +35.8% | -50.4% | -24.5% |
| 6M | +10.0% | +38.2% | -28.3% | -4.5% |
| YTD | -3.3% | +3.9% | -7.2% | -7.7% |
| 1Y | +28.4% | +5.7% | +22.7% | +21.6% |
| 3Y | +145.1% | +44.8% | +100.3% | +99.9% |
| 5Y | +51.6% | -19.8% | +71.4% | +25.1% |
| All | +63.3% | -10.0% | +73.3% | +33.6% |
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