-0.3%
PG vs EXPD
+69.2%
-69.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -3.4% | +1.2% | -4.5% | -3.5% |
| 30D | -2.6% | +5.2% | -7.8% | -2.9% |
| 3M | -3.3% | +13.2% | -16.5% | -4.1% |
| 6M | -6.7% | +30.3% | -37.0% | -8.4% |
| YTD | +1.7% | +27.0% | -25.3% | -0.3% |
| 1Y | -7.9% | +57.3% | -65.2% | -12.0% |
| All | -0.3% | +69.2% | -69.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling