+49.1%
PPL vs EXPD
+52.5%
-3.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.2% | +1.4% |
| 7D | +1.0% | -4.8% | +5.8% | +1.7% |
| 30D | +6.8% | -1.5% | +8.4% | +7.0% |
| 3M | +3.9% | +4.1% | -0.3% | +3.1% |
| 6M | -2.0% | +24.0% | -26.0% | -5.3% |
| YTD | +5.3% | +27.4% | -22.1% | +0.6% |
| 1Y | +2.2% | +38.4% | -36.2% | -4.0% |
| 3Y | +56.7% | +73.2% | -16.5% | +38.0% |
| 5Y | +49.1% | +59.9% | -10.8% | +27.7% |
| All | +49.1% | +52.5% | -3.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling