+354.9%
PWR vs EXPD
+55.6%
+299.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.5% | +7.0% |
| 7D | -12.9% | -7.2% | -5.7% | -10.3% |
| 30D | -22.8% | -3.3% | -19.6% | -21.7% |
| 3M | -19.0% | +3.4% | -22.4% | -19.7% |
| 6M | -31.1% | +22.7% | -53.8% | -35.9% |
| YTD | +28.2% | +24.5% | +3.7% | +17.0% |
| 1Y | +22.2% | +38.6% | -16.4% | +6.6% |
| 3Y | +222.1% | +71.5% | +150.6% | +146.7% |
| All | +354.9% | +55.6% | +299.3% | +258.9% |
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