+116.1%
PAAS vs XPO
+271.9%
-155.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.0% | +2.7% | -0.7% | +1.6% |
| 30D | -0.1% | -6.2% | +6.1% | +0.8% |
| 3M | +8.2% | -15.4% | +23.6% | +10.7% |
| 6M | -13.8% | +0.7% | -14.5% | -14.2% |
| YTD | -0.6% | +39.8% | -40.5% | -5.4% |
| 1Y | +44.0% | +43.3% | +0.7% | +36.3% |
| 3Y | +246.6% | +166.0% | +80.5% | +188.5% |
| 5Y | +116.1% | +274.2% | -158.1% | +46.8% |
| All | +116.1% | +271.9% | -155.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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