+1,573.8%
PBR vs EXPD
+1,942.3%
-368.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +8.6% | -1.1% | +9.7% | +9.1% |
| 30D | +12.8% | +4.1% | +8.7% | +10.5% |
| 3M | +14.7% | +17.9% | -3.2% | +5.4% |
| 6M | +25.2% | +29.2% | -4.1% | +9.3% |
| YTD | +77.1% | +27.4% | +49.8% | +54.0% |
| 1Y | +69.6% | +56.8% | +12.7% | +32.1% |
| 3Y | +95.6% | +68.0% | +27.5% | +43.7% |
| 5Y | +501.8% | +61.9% | +439.9% | +329.4% |
| 10Y | +640.6% | +316.0% | +324.6% | +223.2% |
| All | +1,573.8% | +1,942.3% | -368.5% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling