+855.0%
EXPE vs PTC
+695.6%
+159.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.4% | +1.3% |
| 7D | -9.5% | -10.3% | +0.7% | -4.7% |
| 30D | -6.6% | +1.1% | -7.8% | -7.8% |
| 3M | +31.4% | +1.6% | +29.8% | +28.1% |
| 6M | +35.2% | -13.5% | +48.7% | +42.3% |
| YTD | +5.8% | -19.1% | +24.9% | +15.2% |
| 1Y | +38.7% | -33.9% | +72.5% | +66.3% |
| 3Y | +175.8% | -3.9% | +179.7% | +167.9% |
| 5Y | +111.8% | +6.0% | +105.8% | +93.2% |
| 10Y | +179.7% | +223.7% | -44.0% | +31.6% |
| All | +855.0% | +695.6% | +159.4% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling