+144.3%
PEG vs EXPD
+304.0%
-159.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -2.3% | -7.2% | +4.9% | -0.7% |
| 30D | +1.2% | -3.3% | +4.5% | +1.9% |
| 3M | -2.4% | +3.4% | -5.7% | -3.3% |
| 6M | -6.9% | +22.7% | -29.6% | -11.7% |
| YTD | -7.2% | +24.5% | -31.7% | -13.2% |
| 1Y | -8.9% | +38.6% | -47.5% | -17.2% |
| 3Y | +27.1% | +71.5% | -44.4% | +6.4% |
| 5Y | +33.8% | +56.2% | -22.5% | +13.4% |
| All | +144.3% | +304.0% | -159.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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