+1,112.1%
PSX vs EXPD
+394.4%
+717.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +4.5% | -1.1% | +5.7% | +5.0% |
| 30D | +26.6% | +4.1% | +22.5% | +24.3% |
| 3M | +39.3% | +17.9% | +21.4% | +29.2% |
| 6M | +56.8% | +29.2% | +27.6% | +39.0% |
| YTD | +101.8% | +27.4% | +74.5% | +78.5% |
| 1Y | +99.6% | +56.8% | +42.8% | +59.0% |
| 3Y | +140.3% | +68.0% | +72.3% | +83.7% |
| 5Y | +339.3% | +61.9% | +277.5% | +230.1% |
| 10Y | +369.9% | +316.0% | +53.9% | +122.6% |
| All | +1,112.1% | +394.4% | +717.7% | +343.1% |
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