+852.8%
PM vs EXPD
+510.3%
+342.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -3.5% |
| 7D | -3.4% | -4.8% | +1.4% | -2.1% |
| 30D | +5.8% | -1.5% | +7.4% | +6.2% |
| 3M | +6.7% | +4.1% | +2.5% | +5.3% |
| 6M | +19.9% | +24.0% | -4.1% | +12.7% |
| YTD | +27.8% | +27.4% | +0.4% | +18.0% |
| 1Y | +39.4% | +38.4% | +1.0% | +25.6% |
| 3Y | +146.9% | +73.2% | +73.7% | +103.8% |
| 5Y | +166.6% | +59.9% | +106.8% | +121.0% |
| 10Y | +242.1% | +319.9% | -77.9% | +105.0% |
| All | +852.8% | +510.3% | +342.5% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling