+260.9%
PM vs EXPD
+337.7%
-76.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.5% |
| 7D | -7.1% | -1.6% | -5.5% | -6.8% |
| 30D | -2.8% | +0.6% | -3.4% | -3.0% |
| 3M | +6.3% | +9.8% | -3.5% | +4.1% |
| 6M | +9.6% | +25.8% | -16.1% | +3.9% |
| YTD | +25.6% | +31.3% | -5.7% | +16.7% |
| 1Y | +29.7% | +40.9% | -11.3% | +18.1% |
| 3Y | +147.6% | +74.7% | +72.8% | +107.8% |
| 5Y | +160.1% | +62.9% | +97.3% | +119.5% |
| 10Y | +260.9% | +334.3% | -73.4% | +123.8% |
| All | +260.9% | +337.7% | -76.8% | +123.8% |
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