+130.4%
EXPE vs PPL
+65.0%
+65.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -4.2% | -2.2% | -2.0% | -3.0% |
| 30D | -4.5% | +1.7% | -6.2% | -5.5% |
| 3M | -19.7% | +0.1% | -19.8% | -19.8% |
| 6M | +18.3% | -1.5% | +19.8% | +18.9% |
| YTD | -7.3% | +3.0% | -10.3% | -9.9% |
| 1Y | -3.9% | -1.4% | -2.5% | -4.3% |
| 3Y | +123.0% | +53.5% | +69.5% | +67.1% |
| 5Y | +47.9% | +46.4% | +1.5% | +13.3% |
| All | +130.4% | +65.0% | +65.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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