+288.0%
EXPD vs PENG
+597.2%
-309.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.6% | -3.6% |
| 7D | -7.2% | -19.4% | +12.3% | -5.5% |
| 30D | -3.3% | -42.4% | +39.1% | +1.6% |
| 3M | +3.4% | -25.6% | +29.0% | +5.1% |
| 6M | +22.7% | +7.3% | +15.4% | +16.6% |
| YTD | +24.5% | +113.9% | -89.3% | +8.2% |
| 1Y | +38.6% | +93.6% | -54.9% | +21.7% |
| 3Y | +71.5% | +170.2% | -98.7% | +39.5% |
| 5Y | +56.2% | +44.2% | +12.1% | +30.7% |
| All | +288.0% | +597.2% | -309.2% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling