+63.3%
PNR vs EXPD
+324.8%
-261.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -5.5% | +1.2% | -6.7% | -6.1% |
| 30D | -15.6% | +6.8% | -22.4% | -18.9% |
| 3M | -20.2% | +14.9% | -35.1% | -26.8% |
| 6M | -36.6% | +34.6% | -71.2% | -47.5% |
| YTD | -45.0% | +27.7% | -72.7% | -53.7% |
| 1Y | -47.4% | +57.7% | -105.1% | -61.7% |
| 3Y | -13.7% | +70.9% | -84.6% | -41.6% |
| 5Y | -20.8% | +59.5% | -80.3% | -45.0% |
| All | +63.3% | +324.8% | -261.5% | -37.7% |
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