+8.7%
PTC vs EXPD
+61.6%
-52.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.4% |
| 7D | -10.3% | -1.1% | -9.1% | -9.9% |
| 30D | +1.1% | +4.1% | -2.9% | -0.5% |
| 3M | +1.6% | +17.9% | -16.3% | -5.2% |
| 6M | -13.5% | +29.2% | -42.7% | -22.5% |
| YTD | -19.1% | +27.4% | -46.4% | -27.7% |
| 1Y | -33.9% | +56.8% | -90.7% | -46.5% |
| 3Y | -3.9% | +68.0% | -71.9% | -26.4% |
| All | +8.7% | +61.6% | -52.9% | -22.9% |
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