-33.9%
PTC vs EXPD
+57.8%
-91.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.2% |
| 7D | -10.3% | -1.1% | -9.1% | -10.1% |
| 30D | +1.1% | +4.1% | -2.9% | +0.6% |
| 3M | +1.6% | +17.9% | -16.3% | -1.0% |
| 6M | -13.5% | +29.2% | -42.7% | -16.9% |
| YTD | -19.1% | +27.4% | -46.4% | -22.2% |
| 1Y | -33.9% | +56.8% | -90.7% | -37.4% |
| All | -33.9% | +57.8% | -91.7% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling