+115.5%
EXPE vs PPL
+62.0%
+53.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.5% |
| 7D | -9.3% | +0.4% | -9.8% | -9.6% |
| 30D | +0.1% | +5.4% | -5.3% | -2.8% |
| 3M | -15.3% | +4.3% | -19.6% | -17.3% |
| 6M | +5.5% | -1.3% | +6.8% | +6.0% |
| YTD | -8.0% | +4.7% | -12.7% | -11.3% |
| 1Y | +18.9% | +1.3% | +17.6% | +16.6% |
| 3Y | +135.5% | +57.2% | +78.3% | +74.2% |
| 5Y | +44.3% | +48.2% | -4.0% | +9.7% |
| All | +115.5% | +62.0% | +53.5% | +47.9% |
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