+37.6%
PPG vs EXPD
+53.8%
-16.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.2% | +5.5% |
| 7D | +7.5% | +0.3% | +7.2% | +7.3% |
| 30D | +20.9% | +1.8% | +19.1% | +20.3% |
| 3M | +8.7% | +8.9% | -0.2% | +6.8% |
| 6M | +23.8% | +42.2% | -18.4% | +16.3% |
| YTD | +26.5% | +33.4% | -6.8% | +17.5% |
| 1Y | +37.6% | +47.2% | -9.6% | +22.6% |
| All | +37.6% | +53.8% | -16.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling