+50.7%
PFE vs EXPD
+337.7%
-287.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.4% |
| 7D | -3.0% | -1.6% | -1.4% | -2.6% |
| 30D | +5.2% | +0.6% | +4.6% | +4.9% |
| 3M | +12.2% | +9.8% | +2.4% | +9.2% |
| 6M | +17.8% | +25.8% | -8.0% | +10.3% |
| YTD | +26.2% | +31.3% | -5.1% | +15.7% |
| 1Y | +23.2% | +40.9% | -17.8% | +10.6% |
| 3Y | +21.3% | +74.7% | -53.4% | +0.5% |
| 5Y | -23.1% | +62.9% | -86.0% | -36.1% |
| 10Y | +50.7% | +334.3% | -283.6% | -7.4% |
| All | +50.7% | +337.7% | -287.0% | -7.4% |
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