+2,164.3%
PPL vs EXPD
+30,870.6%
-28,706.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 6M | -2.0% | +24.0% | -26.0% | -5.0% |
| YTD | +5.3% | +27.4% | -22.1% | +1.3% |
| 1Y | +2.2% | +38.4% | -36.2% | -2.8% |
| 3Y | +56.7% | +73.2% | -16.5% | +43.5% |
| 5Y | +49.1% | +59.9% | -10.8% | +37.0% |
| 10Y | +63.6% | +319.9% | -256.3% | +32.8% |
| All | +2,164.3% | +30,870.6% | -28,706.3% | +1,484.8% |
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