+61.1%
PTC vs EXPD
+63.3%
-2.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.8% | +3.6% | -2.8% | -0.6% |
| 30D | +1.2% | +0.3% | +0.9% | +0.9% |
| 3M | +32.6% | +6.1% | +26.5% | +29.3% |
| 6M | +36.1% | +27.4% | +8.7% | +22.6% |
| YTD | +12.7% | +32.0% | -19.3% | -1.4% |
| 1Y | +10.2% | +40.5% | -30.4% | -6.4% |
| 3Y | +29.4% | +75.7% | -46.3% | -3.9% |
| 5Y | +61.1% | +61.7% | -0.6% | +13.7% |
| All | +61.1% | +63.3% | -2.2% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling