+209.7%
PH vs EXPD
+60.9%
+148.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.3% | +5.5% | -1.2% | +2.0% |
| 30D | +0.1% | -0.8% | +0.9% | +0.4% |
| 3M | -9.4% | +4.1% | -13.5% | -11.1% |
| 6M | +8.8% | +25.7% | -16.9% | -2.1% |
| YTD | +9.6% | +31.4% | -21.8% | -4.9% |
| 1Y | +14.4% | +42.2% | -27.7% | -4.6% |
| 3Y | +134.5% | +77.2% | +57.3% | +68.6% |
| All | +209.7% | +60.9% | +148.8% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling