+165.5%
PG vs EXPD
+336.9%
-171.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +0.6% | +3.6% | -3.0% | -0.2% |
| 30D | +10.5% | +0.3% | +10.2% | +10.3% |
| 3M | +17.4% | +6.1% | +11.3% | +15.6% |
| 6M | +18.4% | +27.4% | -8.9% | +11.7% |
| YTD | +20.7% | +32.0% | -11.3% | +11.8% |
| 1Y | +16.8% | +40.5% | -23.7% | +6.5% |
| 3Y | +20.1% | +75.7% | -55.6% | +1.3% |
| 5Y | +30.4% | +61.7% | -31.3% | +11.2% |
| All | +165.5% | +336.9% | -171.4% | +66.0% |
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