+779.7%
EXPE vs PPG
+437.5%
+342.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.4% | -6.1% |
| 7D | -9.8% | 0.0% | -9.8% | -9.7% |
| 30D | -11.5% | -7.8% | -3.7% | -6.2% |
| 3M | +21.7% | -2.2% | +23.9% | +23.2% |
| 6M | +10.4% | +4.1% | +6.2% | +5.3% |
| YTD | -2.5% | +9.1% | -11.6% | -11.4% |
| 1Y | +27.3% | +1.0% | +26.4% | +22.2% |
| 3Y | +153.5% | -13.3% | +166.8% | +166.7% |
| 5Y | +91.1% | -19.2% | +110.3% | +109.0% |
| 10Y | +153.1% | +25.9% | +127.2% | +92.6% |
| All | +779.7% | +437.5% | +342.2% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling