-14.2%
PPG vs EXPD
+60.8%
-75.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.6% | -7.4% | +10.0% | +6.1% |
| 30D | +19.7% | -2.1% | +21.8% | +20.6% |
| 3M | +7.7% | +5.7% | +2.0% | +4.6% |
| 6M | +15.0% | +21.4% | -6.4% | +4.4% |
| YTD | +23.7% | +27.6% | -3.9% | +7.8% |
| 1Y | +32.1% | +36.1% | -4.0% | +11.1% |
| 3Y | +3.1% | +69.9% | -66.8% | -25.1% |
| 5Y | -14.2% | +59.7% | -73.9% | -37.1% |
| All | -14.2% | +60.8% | -75.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling