+141.2%
PSX vs EXPD
+68.7%
+72.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +4.5% | -1.1% | +5.7% | +4.9% |
| 30D | +26.6% | +4.1% | +22.5% | +24.7% |
| 3M | +39.3% | +17.9% | +21.4% | +30.7% |
| 6M | +56.8% | +29.2% | +27.6% | +41.7% |
| YTD | +101.8% | +27.4% | +74.5% | +81.7% |
| 1Y | +99.6% | +56.8% | +42.8% | +61.5% |
| All | +141.2% | +68.7% | +72.5% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling