+295.0%
PCAR vs EXPD
+337.7%
-42.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +1.0% |
| 7D | +2.2% | -1.6% | +3.8% | +3.0% |
| 30D | +0.3% | +0.6% | -0.3% | -0.1% |
| 3M | -17.9% | +9.8% | -27.7% | -21.9% |
| 6M | -3.4% | +25.8% | -29.2% | -14.4% |
| YTD | -0.1% | +31.3% | -31.4% | -14.7% |
| 1Y | +13.4% | +40.9% | -27.5% | -6.8% |
| 3Y | +37.2% | +74.7% | -37.5% | -1.9% |
| 5Y | +117.3% | +62.9% | +54.5% | +57.5% |
| 10Y | +295.0% | +334.3% | -39.4% | +48.3% |
| All | +295.0% | +337.7% | -42.8% | +48.3% |
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 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