+104.9%
EXPE vs PENG
+115.2%
-10.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.9% |
| 7D | -9.5% | +4.5% | -14.1% | -10.3% |
| 30D | -6.6% | -7.1% | +0.5% | -5.8% |
| 3M | +31.4% | -27.3% | +58.6% | +33.6% |
| 6M | +35.2% | +169.6% | -134.4% | -6.3% |
| YTD | +5.8% | +164.6% | -158.8% | -26.6% |
| 1Y | +38.7% | +109.5% | -70.8% | +1.6% |
| 3Y | +175.8% | +98.9% | +76.9% | +81.1% |
| All | +104.9% | +115.2% | -10.3% | +32.9% |
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 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