+13.4%
PG vs EXPE
+92.3%
-78.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.6% |
| 7D | -0.8% | -5.8% | +5.0% | -0.6% |
| 30D | +0.8% | -13.6% | +14.4% | +1.3% |
| 3M | -1.3% | +25.2% | -26.5% | -2.1% |
| 6M | -3.8% | +22.3% | -26.2% | -4.6% |
| YTD | +3.6% | -0.3% | +3.9% | +3.5% |
| 1Y | -5.7% | +27.8% | -33.5% | -7.0% |
| 3Y | +1.6% | +162.4% | -160.9% | -3.6% |
| All | +13.4% | +92.3% | -78.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling