+93.1%
EXPE vs PPG
-24.6%
+117.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.9% |
| 7D | -8.7% | -5.1% | -3.5% | -5.4% |
| 30D | -13.6% | -9.6% | -4.1% | -7.7% |
| 3M | +26.6% | -6.4% | +33.1% | +31.7% |
| 6M | +19.9% | +0.5% | +19.4% | +17.5% |
| YTD | -1.7% | +4.4% | -6.1% | -8.3% |
| 1Y | +29.4% | -0.9% | +30.3% | +25.4% |
| 3Y | +155.7% | -17.0% | +172.6% | +174.4% |
| 5Y | +93.1% | -23.7% | +116.7% | +101.9% |
| All | +93.1% | -24.6% | +117.7% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling