+855.0%
EXPE vs PPL
+210.2%
+644.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +2.7% | -12.2% | -10.8% |
| 30D | -6.6% | +0.5% | -7.1% | -6.9% |
| 3M | +31.4% | +0.7% | +30.7% | +30.8% |
| 6M | +35.2% | -7.6% | +42.8% | +40.2% |
| YTD | +5.8% | +1.8% | +4.0% | +3.8% |
| 1Y | +38.7% | -0.8% | +39.4% | +37.7% |
| 3Y | +175.8% | +56.9% | +118.9% | +108.9% |
| 5Y | +111.8% | +39.5% | +72.3% | +70.4% |
| 10Y | +179.7% | +55.4% | +124.3% | +105.7% |
| All | +855.0% | +210.2% | +644.8% | +416.1% |
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