+855.0%
EXPE vs PPG
+451.3%
+403.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.8% |
| 7D | -9.5% | -1.5% | -8.1% | -8.5% |
| 30D | -6.6% | -5.0% | -1.7% | -3.2% |
| 3M | +31.4% | +1.1% | +30.2% | +29.7% |
| 6M | +35.2% | -3.2% | +38.4% | +34.9% |
| YTD | +5.8% | +11.9% | -6.1% | -5.7% |
| 1Y | +38.7% | +5.3% | +33.4% | +28.9% |
| 3Y | +175.8% | -15.0% | +190.8% | +193.9% |
| 5Y | +111.8% | -19.6% | +131.4% | +132.0% |
| 10Y | +179.7% | +27.0% | +152.7% | +111.3% |
| All | +855.0% | +451.3% | +403.7% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling