+160.0%
EXPE vs PNR
+66.2%
+93.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -5.8% | -6.0% | +0.3% | -1.8% |
| 30D | -13.6% | -14.0% | +0.4% | -4.8% |
| 3M | +25.2% | -21.7% | +46.9% | +44.2% |
| 6M | +22.3% | -37.3% | +59.6% | +62.0% |
| YTD | -0.3% | -45.1% | +44.8% | +44.7% |
| 1Y | +27.8% | -49.1% | +76.9% | +95.2% |
| 3Y | +162.4% | -14.8% | +177.3% | +178.9% |
| 5Y | +95.8% | -21.0% | +116.8% | +111.4% |
| All | +160.0% | +66.2% | +93.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling