+47.3%
EXPE vs PENG
+56.5%
-9.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.3% |
| 7D | -0.5% | +13.2% | -13.7% | -2.7% |
| 30D | -6.1% | -29.9% | +23.8% | -1.8% |
| 3M | -21.3% | -22.2% | +0.9% | -20.4% |
| 6M | +19.0% | -1.9% | +20.9% | +6.7% |
| YTD | -8.4% | +142.1% | -150.5% | -37.9% |
| 1Y | -2.8% | +151.5% | -154.3% | -35.0% |
| 3Y | +120.8% | +206.9% | -86.2% | +24.6% |
| All | +47.3% | +56.5% | -9.3% | -14.6% |
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