+38.6%
EXPE vs PENG
+50.3%
-11.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -11.2% | -16.1% | +4.9% | -9.0% |
| 30D | -7.5% | -41.5% | +34.0% | -0.3% |
| 3M | -19.1% | -19.1% | 0.0% | -18.8% |
| 6M | +10.7% | +0.9% | +9.8% | -2.1% |
| YTD | -9.9% | +128.2% | -138.1% | -38.2% |
| 1Y | -4.6% | +98.6% | -103.2% | -32.2% |
| 3Y | +116.8% | +188.2% | -71.4% | +24.1% |
| 5Y | +38.6% | +55.5% | -16.9% | -18.0% |
| All | +38.6% | +50.3% | -11.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling