+82.0%
PR vs EXPD
+42.2%
+39.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.4% |
| 7D | -16.5% | -4.8% | -11.7% | -16.1% |
| 30D | -4.5% | -1.5% | -3.0% | -4.2% |
| 3M | +8.5% | +4.1% | +4.4% | +8.7% |
| 6M | -3.3% | +24.0% | -27.3% | -4.4% |
| YTD | +55.7% | +27.4% | +28.3% | +55.9% |
| 1Y | +82.0% | +38.4% | +43.7% | +86.5% |
| All | +82.0% | +42.2% | +39.8% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling