+120.8%
EXPE vs PENG
+209.7%
-89.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.7% |
| 7D | -0.5% | +13.2% | -13.7% | -1.6% |
| 30D | -6.1% | -29.9% | +23.8% | -3.7% |
| 3M | -21.3% | -22.2% | +0.9% | -20.7% |
| 6M | +19.0% | -1.9% | +20.9% | +9.8% |
| YTD | -8.4% | +142.1% | -150.5% | -32.9% |
| 1Y | -2.8% | +151.5% | -154.3% | -29.5% |
| 3Y | +120.8% | +206.9% | -86.2% | +33.7% |
| All | +120.8% | +209.7% | -89.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling