+51.6%
EXPE vs PENG
+31.0%
+20.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -23.0% | +9.3% | -9.8% |
| 7D | -3.6% | -36.7% | +33.1% | +3.3% |
| 30D | +4.8% | -42.0% | +46.8% | +12.8% |
| 3M | -14.6% | -33.2% | +18.6% | -11.4% |
| 6M | +10.0% | +2.1% | +7.9% | -5.4% |
| YTD | -3.3% | +90.3% | -93.6% | -31.4% |
| 1Y | +28.4% | +67.7% | -39.3% | -6.0% |
| 3Y | +145.1% | +154.2% | -9.1% | +42.3% |
| 5Y | +51.6% | +28.3% | +23.3% | -6.3% |
| All | +51.6% | +31.0% | +20.6% | -6.3% |
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 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