-20.6%
PFE vs EXPD
+52.5%
-73.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.1% |
| 7D | -0.2% | -4.8% | +4.6% | +0.7% |
| 30D | +8.7% | -1.5% | +10.2% | +8.9% |
| 3M | +15.8% | +4.1% | +11.7% | +14.6% |
| 6M | +16.8% | +24.0% | -7.2% | +11.4% |
| YTD | +26.2% | +27.4% | -1.2% | +18.8% |
| 1Y | +29.9% | +38.4% | -8.4% | +20.0% |
| 3Y | +15.9% | +73.2% | -57.3% | -0.1% |
| 5Y | -20.6% | +59.9% | -80.5% | -29.9% |
| All | -20.6% | +52.5% | -73.1% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling