+135.5%
EXPE vs PH
+135.3%
+0.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.7% | -6.2% |
| 7D | -9.3% | +2.0% | -11.3% | -10.4% |
| 30D | +0.1% | -3.7% | +3.8% | +1.2% |
| 3M | -15.3% | -14.0% | -1.3% | -9.3% |
| 6M | +5.5% | +2.1% | +3.4% | +1.7% |
| YTD | -8.0% | +5.1% | -13.0% | -14.4% |
| 1Y | +18.9% | +10.9% | +7.9% | +6.9% |
| 3Y | +135.5% | +132.9% | +2.6% | +25.4% |
| All | +135.5% | +135.3% | +0.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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