+153.5%
EXPE vs PEG
+34.5%
+119.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -8.1% |
| 7D | -9.8% | +1.0% | -10.8% | -10.0% |
| 30D | -11.5% | -1.9% | -9.6% | -11.1% |
| 3M | +21.7% | -3.7% | +25.4% | +22.9% |
| 6M | +10.4% | -9.4% | +19.8% | +13.2% |
| YTD | -2.5% | -6.0% | +3.5% | -2.0% |
| 1Y | +27.3% | -4.4% | +31.7% | +26.8% |
| 3Y | +153.5% | +33.5% | +120.0% | +131.2% |
| All | +153.5% | +34.5% | +119.1% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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