+192.1%
PM vs EXPD
+315.7%
-123.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.1% |
| 7D | -4.9% | -1.1% | -3.7% | -4.6% |
| 30D | -3.4% | +4.1% | -7.5% | -4.3% |
| 3M | +5.2% | +17.9% | -12.7% | +1.2% |
| 6M | +3.7% | +29.2% | -25.5% | -2.6% |
| YTD | +15.8% | +27.4% | -11.6% | +8.3% |
| 1Y | +17.4% | +56.8% | -39.5% | +3.6% |
| 3Y | +116.9% | +68.0% | +48.9% | +83.9% |
| 5Y | +117.3% | +61.9% | +55.5% | +82.3% |
| All | +192.1% | +315.7% | -123.6% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling