+91.1%
EXPE vs PEG
+38.2%
+52.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -8.2% |
| 7D | -9.8% | +1.0% | -10.8% | -10.2% |
| 30D | -11.5% | -1.9% | -9.6% | -10.8% |
| 3M | +21.7% | -3.7% | +25.4% | +23.4% |
| 6M | +10.4% | -9.4% | +19.8% | +14.4% |
| YTD | -2.5% | -6.0% | +3.5% | -1.4% |
| 1Y | +27.3% | -4.4% | +31.7% | +27.4% |
| 3Y | +153.5% | +33.5% | +120.0% | +111.6% |
| 5Y | +91.1% | +35.7% | +55.3% | +57.1% |
| All | +91.1% | +38.2% | +52.9% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling