+1,067.6%
PSX vs EXPD
+383.4%
+684.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.4% |
| 7D | -13.1% | -7.2% | -6.0% | -10.3% |
| 30D | -9.5% | -3.3% | -6.3% | -8.3% |
| 3M | +20.2% | +3.4% | +16.8% | +18.2% |
| 6M | +44.9% | +22.7% | +22.2% | +31.7% |
| YTD | +94.4% | +24.5% | +69.9% | +73.3% |
| 1Y | +83.1% | +38.6% | +44.4% | +55.1% |
| 3Y | +132.2% | +71.5% | +60.6% | +75.7% |
| 5Y | +278.8% | +56.2% | +222.6% | +190.1% |
| 10Y | +354.2% | +310.5% | +43.7% | +116.1% |
| All | +1,067.6% | +383.4% | +684.2% | +330.3% |
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 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