+47.3%
EXPE vs PTC
+60.7%
-13.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -6.1% | +1.2% | -7.3% | -6.5% |
| 3M | -21.3% | +27.4% | -48.7% | -30.7% |
| 6M | +19.0% | +39.2% | -20.2% | -1.6% |
| YTD | -8.4% | +12.5% | -20.9% | -14.7% |
| 1Y | -2.8% | +12.3% | -15.1% | -9.3% |
| 3Y | +120.8% | +28.8% | +91.9% | +76.7% |
| All | +47.3% | +60.7% | -13.4% | +1.5% |
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 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