+35.8%
PFE vs EXPD
+315.7%
-279.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +1.8% | -1.1% | +2.9% | +2.0% |
| 30D | +10.2% | +4.1% | +6.2% | +9.0% |
| 3M | +12.7% | +17.9% | -5.2% | +7.6% |
| 6M | +10.5% | +29.2% | -18.7% | +2.6% |
| YTD | +20.2% | +27.4% | -7.2% | +11.3% |
| 1Y | +24.1% | +56.8% | -32.8% | +7.7% |
| 3Y | -3.6% | +68.0% | -71.6% | -19.2% |
| 5Y | -20.9% | +61.9% | -82.7% | -34.5% |
| All | +35.8% | +315.7% | -279.8% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling