+115.9%
EXPE vs PR
+65.1%
+50.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -11.2% | -9.5% | -1.7% | -10.2% |
| 30D | -7.5% | -5.7% | -1.8% | -7.0% |
| 3M | -19.1% | +3.0% | -22.0% | -19.6% |
| 6M | +10.7% | +11.8% | -1.1% | +8.4% |
| YTD | -9.9% | +58.5% | -68.4% | -16.0% |
| 1Y | -4.6% | +69.9% | -74.5% | -12.0% |
| 3Y | +116.8% | +84.9% | +31.9% | +96.7% |
| 5Y | +38.6% | +246.4% | -207.9% | +13.6% |
| 10Y | +115.9% | +70.3% | +45.6% | +48.0% |
| All | +115.9% | +65.1% | +50.8% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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