+104.9%
EXPE vs PR
+433.6%
-328.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.8% |
| 3M | +31.4% | +16.9% | +14.5% | +26.5% |
| 6M | +35.2% | +28.2% | +7.0% | +26.7% |
| YTD | +5.8% | +69.3% | -63.5% | -7.3% |
| 1Y | +38.7% | +69.5% | -30.8% | +21.0% |
| 3Y | +175.8% | +81.7% | +94.1% | +131.8% |
| All | +104.9% | +433.6% | -328.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling