+15,068.3%
PCAR vs EXPD
+30,859.1%
-15,790.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | +5.9% | +17.9% | -12.0% | -0.3% |
| 6M | +0.4% | +29.2% | -28.8% | -9.0% |
| YTD | +14.8% | +27.4% | -12.5% | +4.1% |
| 1Y | +30.1% | +56.8% | -26.7% | +9.1% |
| 3Y | +66.7% | +68.0% | -1.4% | +35.2% |
| 5Y | +166.1% | +61.9% | +104.3% | +115.5% |
| 10Y | +353.7% | +316.0% | +37.7% | +163.7% |
| All | +15,068.3% | +30,859.1% | -15,790.8% | +4,553.0% |
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