+147.6%
EXPE vs PR
+61.1%
+86.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.9% | -8.9% | -12.8% |
| 7D | -3.6% | -16.5% | +12.9% | -0.4% |
| 30D | +4.8% | -4.5% | +9.3% | +5.1% |
| 3M | -14.6% | +8.5% | -23.2% | -17.1% |
| 6M | +10.0% | -3.3% | +13.3% | +9.4% |
| YTD | -3.3% | +55.7% | -59.0% | -19.2% |
| 1Y | +28.4% | +82.0% | -53.7% | +0.7% |
| All | +147.6% | +61.1% | +86.4% | +87.6% |
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