-1.4%
EXPE vs PENG
+120.3%
-121.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -8.0% | +2.6% |
| 7D | -17.8% | +1.9% | -19.6% | -17.6% |
| 30D | -3.2% | -37.8% | +34.5% | -4.0% |
| 3M | -19.0% | -14.1% | -4.9% | -19.2% |
| 6M | +17.7% | +13.1% | +4.6% | +9.5% |
| YTD | -7.8% | +151.8% | -159.6% | -31.0% |
| 1Y | -1.4% | +136.0% | -137.3% | -25.3% |
| All | -1.4% | +120.3% | -121.6% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling