+163.7%
EXPE vs PR
+147.8%
+15.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.9% | -8.9% | -13.2% |
| 7D | -3.6% | -16.5% | +12.9% | -1.6% |
| 30D | +4.8% | -4.5% | +9.3% | +5.2% |
| 3M | -14.6% | +8.5% | -23.2% | -15.8% |
| 6M | +10.0% | -3.3% | +13.3% | +9.6% |
| YTD | -3.3% | +55.7% | -59.0% | -9.6% |
| 1Y | +28.4% | +82.0% | -53.7% | +17.6% |
| 3Y | +145.1% | +62.5% | +82.7% | +125.8% |
| 5Y | +51.6% | +223.9% | -172.3% | +25.4% |
| 10Y | +128.8% | +64.2% | +64.6% | +56.3% |
| All | +163.7% | +147.8% | +15.9% | +79.5% |
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