+2,735.9%
PPG vs EXPD
+30,859.1%
-28,123.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -1.5% | -1.1% | -0.3% | -1.2% |
| 30D | -5.0% | +4.1% | -9.0% | -6.0% |
| 3M | +1.1% | +17.9% | -16.8% | -3.4% |
| 6M | -3.2% | +29.2% | -32.4% | -10.1% |
| YTD | +11.9% | +27.4% | -15.5% | +3.8% |
| 1Y | +5.3% | +56.8% | -51.5% | -8.0% |
| 3Y | -15.0% | +68.0% | -83.0% | -27.3% |
| 5Y | -19.6% | +61.9% | -81.5% | -31.0% |
| 10Y | +27.0% | +316.0% | -289.0% | -14.0% |
| All | +2,735.9% | +30,859.1% | -28,123.2% | +1,133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling