+47.3%
EXPE vs PH
+203.8%
-156.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.5% | +4.3% | -4.8% | -3.1% |
| 30D | -6.1% | +0.1% | -6.2% | -7.1% |
| 3M | -21.3% | -9.4% | -11.9% | -17.2% |
| 6M | +19.0% | +8.8% | +10.2% | +9.6% |
| YTD | -8.4% | +9.6% | -18.0% | -17.6% |
| 1Y | -2.8% | +14.4% | -17.2% | -15.1% |
| 3Y | +120.8% | +134.5% | -13.8% | +10.0% |
| All | +47.3% | +203.8% | -156.5% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling