+12.8%
PH vs EXPD
+41.2%
-28.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +7.4% | +3.6% | +3.8% | +6.7% |
| 30D | +0.5% | +0.3% | +0.2% | +0.5% |
| 3M | -10.2% | +6.1% | -16.3% | -10.9% |
| 6M | +8.9% | +27.4% | -18.4% | +5.2% |
| YTD | +9.7% | +32.0% | -22.3% | +2.3% |
| 1Y | +12.8% | +40.5% | -27.7% | +2.2% |
| All | +12.8% | +41.2% | -28.4% | +2.2% |
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 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