+63.3%
PTC vs EXPD
+60.9%
+2.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.5% | +5.5% | -5.0% | -1.7% |
| 30D | +1.2% | -0.8% | +2.0% | +1.4% |
| 3M | +27.4% | +4.1% | +23.2% | +25.0% |
| 6M | +39.2% | +25.7% | +13.5% | +26.1% |
| YTD | +12.5% | +31.4% | -18.9% | -1.3% |
| 1Y | +12.3% | +42.2% | -29.9% | -5.2% |
| 3Y | +28.8% | +77.2% | -48.4% | -4.9% |
| All | +63.3% | +60.9% | +2.4% | +15.9% |
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