+411.1%
PWR vs EXPD
+60.9%
+350.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +11.3% | +5.5% | +5.8% | +9.3% |
| 30D | -8.9% | -0.8% | -8.1% | -8.3% |
| 3M | -10.5% | +4.1% | -14.6% | -11.5% |
| 6M | -22.2% | +25.7% | -47.8% | -28.1% |
| YTD | +42.7% | +31.4% | +11.3% | +27.9% |
| 1Y | +41.1% | +42.2% | -1.1% | +22.2% |
| 3Y | +242.7% | +77.2% | +165.6% | +160.6% |
| All | +411.1% | +60.9% | +350.2% | +308.0% |
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 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