+116.1%
PG vs EXPD
+332.1%
-216.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | +0.8% | +4.4% | -3.6% | -0.2% |
| 3M | -1.3% | +15.7% | -17.1% | -4.7% |
| 6M | -3.8% | +37.5% | -41.3% | -10.9% |
| YTD | +3.6% | +29.9% | -26.3% | -3.4% |
| 1Y | -5.7% | +57.8% | -63.5% | -16.7% |
| 3Y | +1.6% | +71.6% | -70.1% | -13.7% |
| 5Y | +14.6% | +62.2% | -47.6% | -2.5% |
| All | +116.1% | +332.1% | -216.0% | +38.2% |
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