+17.0%
PG vs EXPD
+53.8%
-36.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.5% | +3.2% |
| 7D | +5.7% | +0.3% | +5.5% | +5.7% |
| 30D | +15.4% | +1.8% | +13.6% | +15.4% |
| 3M | +13.8% | +8.9% | +4.9% | +13.9% |
| 6M | +18.3% | +42.2% | -23.9% | +19.6% |
| YTD | +20.1% | +33.4% | -13.2% | +20.5% |
| 1Y | +17.0% | +47.2% | -30.2% | +18.1% |
| All | +17.0% | +53.8% | -36.8% | +18.1% |
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