+172.3%
PCAR vs EXPD
+61.6%
+110.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | -6.2% | +4.1% | -10.3% | -7.8% |
| 3M | +5.9% | +17.9% | -12.0% | -1.0% |
| 6M | +0.4% | +29.2% | -28.8% | -10.0% |
| YTD | +14.8% | +27.4% | -12.5% | +2.9% |
| 1Y | +30.1% | +56.8% | -26.7% | +6.1% |
| 3Y | +66.7% | +68.0% | -1.4% | +30.0% |
| All | +172.3% | +61.6% | +110.7% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling