+30.9%
PTC vs EXPD
+72.7%
-41.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.0% |
| 7D | -0.1% | -4.8% | +4.7% | +1.2% |
| 30D | +0.8% | -1.5% | +2.4% | +1.1% |
| 3M | +39.6% | +4.1% | +35.5% | +37.8% |
| 6M | +41.5% | +24.0% | +17.5% | +32.2% |
| YTD | +11.7% | +27.4% | -15.7% | +2.5% |
| 1Y | +2.4% | +38.4% | -35.9% | -8.8% |
| All | +30.9% | +72.7% | -41.8% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling