+296.9%
EXPD vs PENG
+520.3%
-223.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.6% | -2.0% |
| 7D | -4.8% | -36.7% | +31.9% | -0.5% |
| 30D | -1.5% | -42.0% | +40.5% | +3.3% |
| 3M | +4.1% | -33.2% | +37.3% | +7.1% |
| 6M | +24.0% | +2.1% | +21.9% | +18.5% |
| YTD | +27.4% | +90.3% | -62.9% | +12.2% |
| 1Y | +38.4% | +67.7% | -29.3% | +23.5% |
| 3Y | +73.2% | +154.2% | -81.0% | +41.8% |
| 5Y | +59.9% | +28.3% | +31.6% | +35.6% |
| All | +296.9% | +520.3% | -223.4% | +197.4% |
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