+160.5%
PR vs EXPD
+358.1%
-197.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -5.3% |
| 7D | -12.1% | +0.3% | -12.4% | -12.2% |
| 30D | +0.9% | +1.8% | -0.9% | +0.2% |
| 3M | +10.1% | +8.9% | +1.2% | +6.5% |
| 6M | +1.1% | +42.2% | -41.1% | -12.4% |
| YTD | +63.7% | +33.4% | +30.3% | +43.9% |
| 1Y | +87.0% | +47.2% | +39.9% | +57.5% |
| 3Y | +70.7% | +81.3% | -10.5% | +29.7% |
| 5Y | +246.8% | +60.2% | +186.6% | +170.2% |
| 10Y | +72.6% | +339.5% | -266.9% | +18.9% |
| All | +160.5% | +358.1% | -197.7% | +79.5% |
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 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