+855.0%
EXPE vs PNR
+191.4%
+663.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -9.5% | -2.4% | -7.2% | -8.2% |
| 30D | -6.6% | -12.8% | +6.1% | +1.2% |
| 3M | +31.4% | -17.0% | +48.4% | +45.1% |
| 6M | +35.2% | -37.4% | +72.6% | +76.2% |
| YTD | +5.8% | -41.6% | +47.4% | +44.3% |
| 1Y | +38.7% | -44.6% | +83.3% | +95.6% |
| 3Y | +175.8% | -12.1% | +187.9% | +187.9% |
| 5Y | +111.8% | -17.4% | +129.2% | +124.6% |
| 10Y | +179.7% | +64.0% | +115.7% | +87.0% |
| All | +855.0% | +191.4% | +663.6% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling