+471.6%
PBR vs EXPD
+334.2%
+137.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.0% |
| 7D | -13.3% | -5.5% | -7.8% | -11.3% |
| 30D | -27.5% | -1.9% | -25.6% | -26.9% |
| 3M | +5.2% | +6.1% | -0.9% | +2.7% |
| 6M | -6.4% | +21.6% | -28.0% | -13.7% |
| YTD | +61.6% | +27.9% | +33.7% | +43.7% |
| 1Y | +48.9% | +39.4% | +9.5% | +27.2% |
| 3Y | +70.0% | +72.7% | -2.6% | +28.5% |
| 5Y | +469.0% | +60.3% | +408.7% | +332.2% |
| 10Y | +471.6% | +332.6% | +139.0% | +219.9% |
| All | +471.6% | +334.2% | +137.4% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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