+169.5%
PR vs EXPD
+337.5%
-168.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | +18.0% | +4.1% | +14.0% | +16.1% |
| 3M | +16.9% | +17.9% | -1.0% | +9.3% |
| 6M | +28.2% | +29.2% | -1.0% | +15.1% |
| YTD | +69.3% | +27.4% | +42.0% | +51.6% |
| 1Y | +69.5% | +56.8% | +12.7% | +38.0% |
| 3Y | +81.7% | +68.0% | +13.6% | +42.0% |
| 5Y | +422.2% | +61.9% | +360.4% | +305.7% |
| 10Y | +110.4% | +316.0% | -205.6% | +47.6% |
| All | +169.5% | +337.5% | -168.0% | +89.1% |
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