+89.1%
PSX vs EXPD
+40.0%
+49.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.6% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -8.1% | +0.6% | -8.7% | -8.2% |
| 3M | +15.9% | +9.8% | +6.1% | +14.1% |
| 6M | +49.4% | +25.8% | +23.6% | +43.5% |
| YTD | +104.7% | +31.3% | +73.4% | +94.0% |
| 1Y | +89.1% | +40.9% | +48.2% | +79.3% |
| All | +89.1% | +40.0% | +49.0% | +79.3% |
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