+62.1%
PR vs EXPD
+313.3%
-251.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -3.1% |
| 7D | -16.5% | -4.8% | -11.7% | -14.9% |
| 30D | -4.5% | -1.5% | -3.0% | -3.9% |
| 3M | +8.5% | +4.1% | +4.4% | +6.7% |
| 6M | -3.3% | +24.0% | -27.3% | -11.6% |
| YTD | +55.7% | +27.4% | +28.3% | +39.0% |
| 1Y | +82.0% | +38.4% | +43.7% | +56.6% |
| 3Y | +62.5% | +73.2% | -10.7% | +24.7% |
| 5Y | +223.9% | +59.9% | +164.1% | +151.6% |
| All | +62.1% | +313.3% | -251.3% | +10.7% |
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