+4,166.7%
PNR vs EXPD
+30,172.0%
-26,005.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.7% |
| 7D | +2.8% | -7.2% | +10.0% | +5.0% |
| 30D | +31.2% | -3.3% | +34.4% | +32.4% |
| 3M | -2.1% | +3.4% | -5.5% | -3.1% |
| 6M | -14.0% | +22.7% | -36.7% | -19.1% |
| YTD | -33.6% | +24.5% | -58.1% | -38.3% |
| 1Y | -35.2% | +38.6% | -73.8% | -41.6% |
| 3Y | +15.8% | +71.5% | -55.7% | -2.3% |
| 5Y | -1.8% | +56.2% | -58.1% | -15.0% |
| 10Y | +117.0% | +310.5% | -193.5% | +47.6% |
| All | +4,166.7% | +30,172.0% | -26,005.4% | +1,786.4% |
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 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