+39.5%
EXPE vs PPL
+47.9%
-8.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -9.3% | +0.4% | -9.8% | -9.5% |
| 30D | +0.1% | +5.4% | -5.3% | -2.2% |
| 3M | -15.3% | +4.3% | -19.6% | -16.9% |
| 6M | +5.5% | -1.3% | +6.8% | +6.0% |
| YTD | -8.0% | +4.7% | -12.7% | -10.8% |
| 1Y | +18.9% | +1.3% | +17.6% | +17.0% |
| 3Y | +135.5% | +57.2% | +78.3% | +78.1% |
| All | +39.5% | +47.9% | -8.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling