+3,035.6%
PPG vs EXPD
+30,923.0%
-27,887.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.6% | -7.4% | +10.0% | +4.7% |
| 30D | +19.7% | -2.1% | +21.8% | +20.3% |
| 3M | +7.7% | +5.7% | +2.0% | +5.9% |
| 6M | +15.0% | +21.4% | -6.4% | +8.7% |
| YTD | +23.7% | +27.6% | -3.9% | +14.5% |
| 1Y | +32.1% | +36.1% | -4.0% | +20.1% |
| 3Y | +3.1% | +69.9% | -66.8% | -12.3% |
| 5Y | -14.2% | +59.7% | -73.9% | -26.1% |
| 10Y | +54.6% | +323.0% | -268.5% | +4.1% |
| All | +3,035.6% | +30,923.0% | -27,887.5% | +1,261.0% |
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