+198.6%
PM vs EXPE
+155.3%
+43.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.9% | +9.1% | +2.2% |
| 7D | -1.3% | -9.8% | +8.5% | -0.1% |
| 30D | -2.6% | -11.5% | +8.9% | -1.2% |
| 3M | +5.8% | +21.7% | -15.9% | +3.1% |
| 6M | +10.6% | +10.4% | +0.2% | +8.6% |
| YTD | +17.2% | -2.5% | +19.7% | +16.3% |
| 1Y | +17.6% | +27.3% | -9.7% | +12.0% |
| 3Y | +124.3% | +153.5% | -29.3% | +86.1% |
| 5Y | +125.1% | +91.1% | +34.0% | +88.7% |
| 10Y | +198.6% | +153.1% | +45.5% | +101.0% |
| All | +198.6% | +155.3% | +43.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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