+88.4%
EXPE vs PENG
+661.7%
-573.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -1.7% |
| 7D | -13.3% | -3.8% | -9.5% | -13.4% |
| 30D | -5.5% | -40.1% | +34.6% | +1.6% |
| 3M | -16.5% | -21.8% | +5.3% | -15.5% |
| 6M | +13.1% | +3.3% | +9.8% | +1.7% |
| YTD | -8.0% | +133.6% | -141.6% | -32.7% |
| 1Y | +1.1% | +110.7% | -109.6% | -24.5% |
| 3Y | +131.2% | +204.3% | -73.1% | +49.4% |
| 5Y | +39.8% | +54.4% | -14.6% | -2.0% |
| All | +88.4% | +661.7% | -573.2% | -4.8% |
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