+277.8%
PSX vs EXPD
+55.6%
+222.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.2% |
| 7D | -13.1% | -7.2% | -6.0% | -11.0% |
| 30D | -9.5% | -3.3% | -6.3% | -8.6% |
| 3M | +20.2% | +3.4% | +16.8% | +18.7% |
| 6M | +44.9% | +22.7% | +22.2% | +35.0% |
| YTD | +94.4% | +24.5% | +69.9% | +78.6% |
| 1Y | +83.1% | +38.6% | +44.4% | +61.6% |
| 3Y | +132.2% | +71.5% | +60.6% | +88.2% |
| All | +277.8% | +55.6% | +222.2% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling