+246.1%
PWR vs EXPD
+75.1%
+171.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.6% |
| 7D | +4.7% | -1.6% | +6.3% | +5.2% |
| 30D | -12.5% | +0.6% | -13.1% | -12.3% |
| 3M | -9.3% | +9.8% | -19.1% | -10.5% |
| 6M | -22.2% | +25.8% | -47.9% | -25.1% |
| YTD | +44.2% | +31.3% | +12.9% | +36.4% |
| 1Y | +35.5% | +40.9% | -5.4% | +25.9% |
| All | +246.1% | +75.1% | +171.0% | +192.0% |
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