+446.0%
PWR vs EXPD
+61.6%
+384.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +3.6% | -1.1% | +4.7% | +4.0% |
| 30D | -8.6% | +4.1% | -12.7% | -9.8% |
| 3M | -13.2% | +17.9% | -31.1% | -18.0% |
| 6M | +9.9% | +29.2% | -19.3% | +0.1% |
| YTD | +48.0% | +27.4% | +20.7% | +34.2% |
| 1Y | +66.2% | +56.8% | +9.3% | +37.9% |
| 3Y | +195.1% | +68.0% | +127.1% | +131.8% |
| All | +446.0% | +61.6% | +384.5% | +315.5% |
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 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