+732.4%
EXPE vs PEG
+414.4%
+318.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -17.8% | +1.5% | -19.2% | -18.4% |
| 30D | -3.2% | +5.0% | -8.2% | -5.7% |
| 3M | -19.0% | -0.3% | -18.6% | -18.9% |
| 6M | +17.7% | -2.7% | +20.4% | +19.0% |
| YTD | -7.8% | -5.1% | -2.7% | -6.6% |
| 1Y | -1.4% | -8.3% | +6.9% | +1.7% |
| 3Y | +121.9% | +33.0% | +88.9% | +83.7% |
| 5Y | +44.3% | +41.3% | +3.0% | +14.4% |
| 10Y | +125.4% | +164.5% | -39.1% | +27.6% |
| All | +732.4% | +414.4% | +318.0% | +215.2% |
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 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