+166.6%
PM vs EXPD
+52.5%
+114.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -4.3% |
| 7D | -3.4% | -4.8% | +1.4% | -3.0% |
| 30D | +5.8% | -1.5% | +7.4% | +5.9% |
| 3M | +6.7% | +4.1% | +2.5% | +6.3% |
| 6M | +19.9% | +24.0% | -4.1% | +18.0% |
| YTD | +27.8% | +27.4% | +0.4% | +25.0% |
| 1Y | +39.4% | +38.4% | +1.0% | +35.0% |
| 3Y | +146.9% | +73.2% | +73.7% | +129.0% |
| 5Y | +166.6% | +59.9% | +106.8% | +142.4% |
| All | +166.6% | +52.5% | +114.1% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling