+153.1%
EXPE vs PTC
+204.7%
-51.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.5% | -2.4% | -5.3% |
| 7D | -9.8% | -12.8% | +3.0% | -3.7% |
| 30D | -11.5% | -9.8% | -1.7% | -7.4% |
| 3M | +21.7% | -2.1% | +23.8% | +21.0% |
| 6M | +10.4% | -18.1% | +28.5% | +19.3% |
| YTD | -2.5% | -23.5% | +21.0% | +9.1% |
| 1Y | +27.3% | -37.4% | +64.7% | +56.4% |
| 3Y | +153.5% | -7.2% | +160.7% | +149.4% |
| 5Y | +91.1% | +2.7% | +88.4% | +76.3% |
| 10Y | +153.1% | +203.4% | -50.3% | +31.1% |
| All | +153.1% | +204.7% | -51.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling