+174.2%
EXPE vs PR
+73.2%
+101.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -9.5% | +2.9% | -12.4% | -10.1% |
| 30D | -6.6% | +18.0% | -24.7% | -10.1% |
| 3M | +31.4% | +16.9% | +14.5% | +25.9% |
| 6M | +35.2% | +28.2% | +7.0% | +24.6% |
| YTD | +5.8% | +69.3% | -63.5% | -11.4% |
| 1Y | +38.7% | +69.5% | -30.8% | +15.3% |
| All | +174.2% | +73.2% | +101.0% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling