+662.0%
PBR vs XPO
+1,516.3%
-854.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -5.7% | +11.0% | +6.9% |
| 30D | +22.9% | -12.8% | +35.7% | +26.9% |
| 3M | +19.6% | -20.0% | +39.6% | +25.9% |
| 6M | +16.5% | -6.0% | +22.5% | +16.7% |
| YTD | +86.7% | +34.0% | +52.6% | +68.2% |
| 1Y | +74.7% | +35.6% | +39.2% | +55.4% |
| 3Y | +102.6% | +152.3% | -49.7% | +39.6% |
| 5Y | +566.6% | +264.4% | +302.2% | +277.8% |
| All | +662.0% | +1,516.3% | -854.3% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling