+23.2%
PFE vs EXPD
+40.0%
-16.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | +0.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.8% |
| 30D | +5.2% | +0.6% | +4.6% | +5.1% |
| 3M | +12.2% | +9.8% | +2.4% | +11.1% |
| 6M | +17.8% | +25.8% | -8.0% | +14.9% |
| YTD | +26.2% | +31.3% | -5.1% | +18.5% |
| 1Y | +23.2% | +40.9% | -17.8% | +10.9% |
| All | +23.2% | +40.0% | -16.9% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling