+188.4%
EXPE vs PR
+169.5%
+18.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -9.5% | +2.9% | -12.4% | -9.9% |
| 30D | -6.6% | +18.0% | -24.7% | -8.6% |
| 3M | +31.4% | +16.9% | +14.5% | +28.3% |
| 6M | +35.2% | +28.2% | +7.0% | +30.1% |
| YTD | +5.8% | +69.3% | -63.5% | -1.9% |
| 1Y | +38.7% | +69.5% | -30.8% | +28.3% |
| 3Y | +175.8% | +81.7% | +94.1% | +151.0% |
| 5Y | +111.8% | +422.2% | -310.4% | +66.6% |
| 10Y | +179.7% | +110.4% | +69.3% | +88.8% |
| All | +188.4% | +169.5% | +18.9% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling