+104.9%
EXPE vs PTC
+6.0%
+98.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.4% | +1.4% |
| 7D | -9.5% | -10.3% | +0.7% | -4.5% |
| 30D | -6.6% | +1.1% | -7.8% | -8.0% |
| 3M | +31.4% | +1.6% | +29.8% | +27.8% |
| 6M | +35.2% | -13.5% | +48.7% | +43.3% |
| YTD | +5.8% | -19.1% | +24.9% | +16.5% |
| 1Y | +38.7% | -33.9% | +72.5% | +69.8% |
| 3Y | +175.8% | -3.9% | +179.7% | +156.1% |
| All | +104.9% | +6.0% | +98.8% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling