+60.6%
PFE vs EXPD
+304.0%
-243.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.0% |
| 7D | -3.7% | -7.2% | +3.5% | -1.9% |
| 30D | +5.0% | -3.3% | +8.2% | +5.8% |
| 3M | +12.2% | +3.4% | +8.8% | +10.9% |
| 6M | +14.6% | +22.7% | -8.1% | +8.0% |
| YTD | +24.1% | +24.5% | -0.4% | +15.5% |
| 1Y | +26.6% | +38.6% | -12.1% | +14.1% |
| 3Y | +14.3% | +71.5% | -57.2% | -4.9% |
| 5Y | -21.9% | +56.2% | -78.2% | -34.4% |
| All | +60.6% | +304.0% | -243.4% | -1.7% |
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