+713.9%
PH vs EXPD
+329.8%
+384.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.1% | -7.4% | +9.5% | +6.8% |
| 30D | +0.3% | -2.1% | +2.4% | +1.4% |
| 3M | -8.8% | +5.7% | -14.5% | -12.1% |
| 6M | +10.0% | +21.4% | -11.3% | -3.0% |
| YTD | +10.5% | +27.6% | -17.1% | -7.8% |
| 1Y | +15.5% | +36.1% | -20.6% | -7.7% |
| 3Y | +136.4% | +69.9% | +66.5% | +56.4% |
| 5Y | +213.6% | +59.7% | +153.9% | +111.4% |
| 10Y | +713.9% | +323.0% | +390.9% | +172.2% |
| All | +713.9% | +329.8% | +384.1% | +172.2% |
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