+46.9%
PM vs EXPD
+53.8%
-6.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.2% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | +11.5% | +1.8% | +9.6% | +11.7% |
| 3M | +13.0% | +8.9% | +4.1% | +14.3% |
| 6M | +25.9% | +42.2% | -16.3% | +31.6% |
| YTD | +34.0% | +33.4% | +0.6% | +40.6% |
| 1Y | +46.9% | +47.2% | -0.3% | +54.0% |
| All | +46.9% | +53.8% | -6.9% | +54.0% |
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