+154.8%
EXPE vs PNR
-13.0%
+167.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | -11.5% | -3.9% | -7.6% | -9.3% |
| 30D | -13.1% | -13.8% | +0.7% | -5.2% |
| 3M | +18.1% | -22.5% | +40.7% | +35.4% |
| 6M | +13.3% | -37.2% | +50.4% | +47.6% |
| YTD | -3.2% | -44.2% | +41.0% | +37.4% |
| 1Y | +26.1% | -46.6% | +72.8% | +84.4% |
| All | +154.8% | -13.0% | +167.8% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling