+338.3%
PSX vs EXPD
+329.8%
+8.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -7.8% | -7.4% | -0.4% | -4.6% |
| 30D | -9.9% | -2.1% | -7.8% | -9.1% |
| 3M | +16.9% | +5.7% | +11.2% | +13.8% |
| 6M | +48.0% | +21.4% | +26.6% | +34.9% |
| YTD | +98.3% | +27.6% | +70.7% | +74.3% |
| 1Y | +86.2% | +36.1% | +50.0% | +58.4% |
| 3Y | +144.0% | +69.9% | +74.1% | +83.3% |
| 5Y | +287.7% | +59.7% | +228.0% | +191.0% |
| 10Y | +338.3% | +323.0% | +15.3% | +90.5% |
| All | +338.3% | +329.8% | +8.5% | +90.5% |
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 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