+14.1%
EXPE vs PPG
+5.9%
+8.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.4% | -6.8% |
| 7D | -9.8% | 0.0% | -9.8% | -9.6% |
| 30D | -11.5% | -7.8% | -3.7% | -8.5% |
| 3M | +21.7% | -2.2% | +23.9% | +23.1% |
| All | +14.1% | +5.9% | +8.2% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling