+773.1%
EXPE vs PPL
+220.7%
+552.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.8% | -14.5% | -14.2% |
| 7D | -3.6% | +1.0% | -4.7% | -4.2% |
| 30D | +4.8% | +6.8% | -2.1% | +1.1% |
| 3M | -14.6% | +3.9% | -18.5% | -16.4% |
| 6M | +10.0% | -2.0% | +12.0% | +10.9% |
| YTD | -3.3% | +5.3% | -8.5% | -6.8% |
| 1Y | +28.4% | +2.2% | +26.2% | +25.5% |
| 3Y | +145.1% | +56.7% | +88.4% | +86.2% |
| 5Y | +51.6% | +49.1% | +2.6% | +17.7% |
| 10Y | +128.8% | +63.6% | +65.2% | +64.0% |
| All | +773.1% | +220.7% | +552.4% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling