+38.7%
EXPE vs PNC
+23.0%
+15.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.5% | +1.4% | -10.9% | -10.2% |
| 30D | -6.6% | -3.8% | -2.8% | -4.7% |
| 3M | +31.4% | +9.0% | +22.4% | +25.3% |
| 6M | +35.2% | +16.6% | +18.5% | +23.7% |
| YTD | +5.8% | +20.4% | -14.6% | -6.5% |
| 1Y | +38.7% | +22.3% | +16.3% | +11.1% |
| All | +38.7% | +23.0% | +15.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling