+88.9%
EXPE vs PENG
+720.8%
-631.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -8.0% | +0.5% |
| 7D | -17.8% | +1.9% | -19.6% | -18.3% |
| 30D | -3.2% | -37.8% | +34.5% | +3.4% |
| 3M | -19.0% | -14.1% | -4.9% | -19.5% |
| 6M | +17.7% | +13.1% | +4.6% | +4.0% |
| YTD | -7.8% | +151.8% | -159.6% | -33.4% |
| 1Y | -1.4% | +136.0% | -137.3% | -27.9% |
| 3Y | +121.9% | +217.9% | -96.0% | +42.4% |
| 5Y | +44.3% | +64.1% | -19.8% | +0.1% |
| All | +88.9% | +720.8% | -631.9% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling