+127.7%
EXPE vs PNR
+99.2%
+28.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -6.1% | +31.7% | -37.8% | -21.8% |
| 3M | -21.3% | +2.6% | -23.9% | -23.0% |
| 6M | +19.0% | -6.4% | +25.4% | +21.4% |
| YTD | -8.4% | -33.4% | +25.0% | +17.2% |
| 1Y | -2.8% | -35.1% | +32.3% | +26.7% |
| 3Y | +120.8% | +17.1% | +103.7% | +89.0% |
| 5Y | +46.2% | -3.5% | +49.7% | +38.7% |
| All | +127.7% | +99.2% | +28.4% | +23.0% |
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