+1,073.8%
PSX vs EXPD
+394.6%
+679.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.5% | -0.4% | -2.9% |
| 7D | -9.7% | -4.8% | -4.9% | -7.7% |
| 30D | -8.4% | -1.5% | -6.9% | -7.9% |
| 3M | +22.6% | +4.1% | +18.5% | +20.2% |
| 6M | +38.8% | +24.0% | +14.8% | +25.6% |
| YTD | +95.5% | +27.4% | +68.0% | +72.6% |
| 1Y | +87.1% | +38.4% | +48.7% | +58.8% |
| 3Y | +133.5% | +73.2% | +60.3% | +76.0% |
| 5Y | +280.9% | +59.9% | +221.0% | +188.8% |
| 10Y | +356.6% | +319.9% | +36.7% | +115.2% |
| All | +1,073.8% | +394.6% | +679.3% | +328.4% |
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 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