+77.6%
PBR vs EXPD
+55.4%
+22.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | +2.5% | -0.9% | +3.4% | +2.4% |
| 30D | +19.4% | +4.1% | +15.3% | +19.3% |
| 3M | +20.8% | +13.8% | +7.0% | +20.5% |
| 6M | +23.5% | +27.3% | -3.8% | +23.0% |
| YTD | +83.4% | +25.4% | +58.0% | +83.1% |
| 1Y | +77.6% | +54.4% | +23.2% | +72.3% |
| All | +77.6% | +55.4% | +22.1% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling