+232.4%
PM vs EXPD
+304.0%
-71.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -5.2% | -7.2% | +1.9% | -3.7% |
| 30D | +2.7% | -3.3% | +6.0% | +3.4% |
| 3M | +6.1% | +3.4% | +2.7% | +5.2% |
| 6M | +18.0% | +22.7% | -4.7% | +12.4% |
| YTD | +26.6% | +24.5% | +2.0% | +19.0% |
| 1Y | +36.7% | +38.6% | -2.0% | +24.8% |
| 3Y | +146.0% | +71.5% | +74.5% | +106.8% |
| 5Y | +164.1% | +56.2% | +107.8% | +124.7% |
| All | +232.4% | +304.0% | -71.6% | +109.4% |
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