+106.6%
PCAR vs EXPD
+55.6%
+51.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.5% |
| 7D | +0.1% | -7.2% | +7.2% | +3.0% |
| 30D | -4.6% | -3.3% | -1.3% | -3.4% |
| 3M | -22.6% | +3.4% | -26.0% | -23.8% |
| 6M | -12.0% | +22.7% | -34.7% | -19.4% |
| YTD | -6.1% | +24.5% | -30.6% | -15.5% |
| 1Y | +6.3% | +38.6% | -32.3% | -8.8% |
| 3Y | +31.8% | +71.5% | -39.7% | +0.9% |
| All | +106.6% | +55.6% | +51.1% | +56.2% |
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