+23,761.0%
PH vs EXPD
+30,859.1%
-7,098.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.1% | -1.1% | -1.9% | -2.7% |
| 30D | -3.2% | +4.1% | -7.3% | -4.5% |
| 3M | +10.6% | +17.9% | -7.3% | +4.8% |
| 6M | -2.1% | +29.2% | -31.4% | -10.2% |
| YTD | +10.2% | +27.4% | -17.2% | +1.0% |
| 1Y | +28.2% | +56.8% | -28.6% | +9.6% |
| 3Y | +134.9% | +68.0% | +66.8% | +95.5% |
| 5Y | +253.6% | +61.9% | +191.8% | +195.9% |
| 10Y | +804.7% | +316.0% | +488.7% | +486.0% |
| All | +23,761.0% | +30,859.1% | -7,098.1% | +9,524.1% |
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