+130.4%
EXPE vs PTC
+313.0%
-182.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | +0.8% | -5.0% | -4.5% |
| 30D | -4.5% | +1.2% | -5.7% | -5.0% |
| 3M | -19.7% | +32.6% | -52.3% | -31.5% |
| 6M | +18.3% | +36.1% | -17.8% | -1.7% |
| YTD | -7.3% | +12.7% | -20.0% | -15.5% |
| 1Y | -3.9% | +10.2% | -14.1% | -11.4% |
| 3Y | +123.0% | +29.4% | +93.6% | +83.3% |
| 5Y | +47.9% | +61.1% | -13.2% | +8.3% |
| All | +130.4% | +313.0% | -182.6% | +3.5% |
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