0.0%
PG vs EXPE
+153.4%
-153.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.2% |
| 7D | -2.7% | -8.7% | +6.0% | -2.5% |
| 30D | -1.5% | -13.6% | +12.1% | -1.2% |
| 3M | -3.4% | +26.6% | -30.0% | -3.6% |
| 6M | -7.0% | +19.9% | -26.9% | -7.2% |
| YTD | +2.0% | -1.7% | +3.7% | +2.1% |
| 1Y | -6.5% | +29.4% | -35.9% | -7.1% |
| All | 0.0% | +153.4% | -153.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling