+98.1%
EXPE vs PENG
+520.3%
-422.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -23.0% | +9.3% | -9.6% |
| 7D | -3.6% | -36.7% | +33.1% | +3.7% |
| 30D | +4.8% | -42.0% | +46.8% | +13.3% |
| 3M | -14.6% | -33.2% | +18.6% | -11.0% |
| 6M | +10.0% | +2.1% | +7.9% | -2.1% |
| YTD | -3.3% | +90.3% | -93.6% | -26.3% |
| 1Y | +28.4% | +67.7% | -39.3% | +0.3% |
| 3Y | +145.1% | +154.2% | -9.1% | +63.8% |
| 5Y | +51.6% | +28.3% | +23.3% | +10.3% |
| All | +98.1% | +520.3% | -422.2% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling