+747.9%
PH vs EXPD
+304.0%
+443.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.1% | +4.2% |
| 7D | +2.0% | -7.2% | +9.2% | +6.5% |
| 30D | -3.7% | -3.3% | -0.4% | -1.9% |
| 3M | -14.0% | +3.4% | -17.4% | -16.0% |
| 6M | +2.1% | +22.7% | -20.6% | -10.7% |
| YTD | +5.1% | +24.5% | -19.5% | -11.0% |
| 1Y | +10.9% | +38.6% | -27.7% | -12.6% |
| 3Y | +132.9% | +71.5% | +61.4% | +52.8% |
| 5Y | +200.1% | +56.2% | +143.8% | +105.0% |
| All | +747.9% | +304.0% | +443.9% | +198.7% |
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