+12,813.1%
PCAR vs EXPD
+32,316.9%
-19,503.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.3% | +5.2% |
| 7D | +3.7% | +0.3% | +3.4% | +3.5% |
| 30D | -2.9% | +1.8% | -4.8% | -3.6% |
| 3M | -21.7% | +8.9% | -30.6% | -24.2% |
| 6M | -6.6% | +42.2% | -48.9% | -18.2% |
| YTD | -2.2% | +33.4% | -35.6% | -13.0% |
| 1Y | +12.2% | +47.2% | -34.9% | -3.5% |
| 3Y | +36.5% | +81.3% | -44.8% | +7.8% |
| 5Y | +113.5% | +60.2% | +53.3% | +73.6% |
| 10Y | +319.4% | +339.5% | -20.1% | +138.8% |
| All | +12,813.1% | +32,316.9% | -19,503.7% | +3,791.2% |
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 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