+12,611.2%
PCAR vs EXPD
+30,870.6%
-18,259.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | 0.0% |
| 7D | +2.2% | -4.8% | +7.0% | +3.9% |
| 30D | -4.4% | -1.5% | -2.9% | -4.0% |
| 3M | -21.4% | +4.1% | -25.5% | -22.7% |
| 6M | -7.3% | +24.0% | -31.3% | -14.6% |
| YTD | -3.8% | +27.4% | -31.2% | -12.9% |
| 1Y | +6.3% | +38.4% | -32.1% | -6.6% |
| 3Y | +34.4% | +73.2% | -38.8% | +7.8% |
| 5Y | +109.2% | +59.9% | +49.4% | +70.3% |
| 10Y | +312.9% | +319.9% | -7.0% | +138.9% |
| All | +12,611.2% | +30,870.6% | -18,259.3% | +3,792.5% |
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