-0.4%
PL vs EXPD
+53.8%
-54.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -5.6% |
| 7D | -11.7% | +0.3% | -12.0% | -11.7% |
| 30D | -27.1% | +1.8% | -29.0% | -27.3% |
| 3M | -44.6% | +8.9% | -53.5% | -45.5% |
| 6M | -67.2% | +42.2% | -109.4% | -69.7% |
| YTD | -35.9% | +33.4% | -69.2% | -44.7% |
| 1Y | -0.4% | +47.2% | -47.6% | -23.2% |
| All | -0.4% | +53.8% | -54.2% | -23.2% |
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