+229.6%
PM vs EXPD
+304.0%
-74.4%
-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 | +5.2% | +3.4% | +1.8% | +4.3% |
| 6M | +17.0% | +22.7% | -5.7% | +11.4% |
| YTD | +25.5% | +24.5% | +1.0% | +18.0% |
| 1Y | +35.5% | +38.6% | -3.1% | +23.8% |
| 3Y | +143.9% | +71.5% | +72.4% | +105.0% |
| 5Y | +161.8% | +56.2% | +105.6% | +122.7% |
| All | +229.6% | +304.0% | -74.4% | +107.7% |
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