+98.1%
PNR vs EXPD
+336.9%
-238.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -2.3% | +3.6% | -5.9% | -4.4% |
| 30D | +29.3% | +0.3% | +29.0% | +28.9% |
| 3M | +4.1% | +6.1% | -2.0% | +0.3% |
| 6M | -8.6% | +27.4% | -36.0% | -21.4% |
| YTD | -33.6% | +32.0% | -65.6% | -45.3% |
| 1Y | -36.4% | +40.5% | -76.9% | -49.7% |
| 3Y | +15.1% | +75.7% | -60.6% | -23.5% |
| 5Y | -3.8% | +61.7% | -65.5% | -33.5% |
| All | +98.1% | +336.9% | -238.9% | -27.0% |
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