+160.0%
EXPE vs PPG
+26.9%
+133.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | -5.8% | -6.2% | +0.5% | -1.4% |
| 30D | -13.6% | -7.9% | -5.7% | -8.4% |
| 3M | +25.2% | -10.2% | +35.4% | +34.3% |
| 6M | +22.3% | +2.7% | +19.7% | +17.9% |
| YTD | -0.3% | +4.9% | -5.2% | -7.0% |
| 1Y | +27.8% | -3.2% | +31.0% | +26.2% |
| 3Y | +162.4% | -17.0% | +179.4% | +183.9% |
| 5Y | +95.8% | -23.3% | +119.2% | +120.0% |
| All | +160.0% | +26.9% | +133.1% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling