+120.8%
EXPE vs PNR
+15.8%
+104.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.5% |
| 3M | -21.3% | +2.6% | -23.9% | -22.2% |
| 6M | +19.0% | -6.4% | +25.4% | +22.0% |
| YTD | -8.4% | -33.4% | +25.0% | +17.3% |
| 1Y | -2.8% | -35.1% | +32.3% | +26.6% |
| 3Y | +120.8% | +17.1% | +103.7% | +108.6% |
| All | +120.8% | +15.8% | +104.9% | +108.6% |
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