+296.8%
EXPD vs PENG
+762.7%
-465.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.2% |
| 7D | -1.1% | +4.5% | -5.7% | -1.6% |
| 30D | +4.1% | -7.1% | +11.2% | +4.7% |
| 3M | +17.9% | -27.3% | +45.2% | +19.8% |
| 6M | +29.2% | +169.6% | -140.4% | +11.4% |
| YTD | +27.4% | +164.6% | -137.3% | +9.7% |
| 1Y | +56.8% | +109.5% | -52.6% | +38.1% |
| 3Y | +68.0% | +98.9% | -30.9% | +41.4% |
| 5Y | +61.9% | +116.3% | -54.4% | +31.3% |
| All | +296.8% | +762.7% | -465.9% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling