-6.5%
PG vs EXPD
+59.0%
-65.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.7% | +1.2% | -3.9% | -2.7% |
| 30D | -1.5% | +6.8% | -8.4% | -1.5% |
| 3M | -3.4% | +14.9% | -18.3% | -3.2% |
| 6M | -7.0% | +34.6% | -41.6% | -6.5% |
| YTD | +2.0% | +27.7% | -25.7% | +1.8% |
| 1Y | -6.5% | +57.7% | -64.1% | -8.0% |
| All | -6.5% | +59.0% | -65.5% | -8.0% |
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 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