+28.4%
PPG vs EXPD
+316.4%
-288.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.0% |
| 7D | -3.7% | +1.2% | -4.9% | -4.3% |
| 30D | -7.2% | +5.2% | -12.4% | -9.7% |
| 3M | -7.3% | +13.2% | -20.5% | -13.2% |
| 6M | +0.3% | +30.3% | -30.1% | -13.2% |
| YTD | +6.5% | +27.0% | -20.5% | -7.8% |
| 1Y | +0.5% | +57.3% | -56.8% | -23.2% |
| 3Y | -15.3% | +70.0% | -85.3% | -39.1% |
| 5Y | -22.9% | +61.6% | -84.5% | -44.4% |
| 10Y | +28.4% | +321.1% | -292.7% | -44.9% |
| All | +28.4% | +316.4% | -288.0% | -44.9% |
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