+4,006.0%
PG vs EXPD
+30,859.1%
-26,853.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | -0.2% | +4.1% | -4.3% | -0.8% |
| 3M | +4.8% | +17.9% | -13.1% | +2.4% |
| 6M | -6.1% | +29.2% | -35.3% | -9.5% |
| YTD | +4.5% | +27.4% | -22.9% | +0.6% |
| 1Y | -5.3% | +56.8% | -62.1% | -11.6% |
| 3Y | +2.6% | +68.0% | -65.5% | -5.8% |
| 5Y | +15.6% | +61.9% | -46.3% | +5.9% |
| 10Y | +118.0% | +316.0% | -198.0% | +75.5% |
| All | +4,006.0% | +30,859.1% | -26,853.1% | +2,164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling