+83.7%
EXPD vs PENG
+228.7%
-145.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.1% | +5.9% | -2.5% |
| 7D | +0.3% | -20.5% | +20.8% | +1.9% |
| 30D | +1.8% | -20.4% | +22.2% | +3.0% |
| 3M | +8.9% | -16.4% | +25.3% | +9.4% |
| 6M | +42.2% | +49.2% | -7.0% | +30.9% |
| YTD | +33.4% | +147.2% | -113.8% | +15.2% |
| 1Y | +47.2% | +124.7% | -77.5% | +28.3% |
| All | +83.7% | +228.7% | -145.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling