+713.2%
EXPE vs PEG
+417.1%
+296.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -11.2% | +2.6% | -13.8% | -12.4% |
| 30D | -7.5% | +3.3% | -10.8% | -9.0% |
| 3M | -19.1% | +1.1% | -20.1% | -19.6% |
| 6M | +10.7% | -1.4% | +12.2% | +11.2% |
| YTD | -9.9% | -4.6% | -5.3% | -9.1% |
| 1Y | -4.6% | -7.2% | +2.6% | -2.3% |
| 3Y | +116.8% | +33.7% | +83.1% | +79.0% |
| 5Y | +38.6% | +40.8% | -2.3% | +10.1% |
| 10Y | +115.9% | +162.8% | -47.0% | +22.6% |
| All | +713.2% | +417.1% | +296.0% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling