+120.8%
EXPE vs PTC
+29.1%
+91.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -6.1% | +1.2% | -7.3% | -6.4% |
| 3M | -21.3% | +27.4% | -48.7% | -27.3% |
| 6M | +19.0% | +39.2% | -20.2% | +4.5% |
| YTD | -8.4% | +12.5% | -20.9% | -11.2% |
| 1Y | -2.8% | +12.3% | -15.1% | -5.6% |
| 3Y | +120.8% | +28.8% | +91.9% | +76.3% |
| All | +120.8% | +29.1% | +91.6% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling