+104.3%
PBR vs XPO
+151.2%
-46.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | +4.2% | -1.3% | +5.6% | +4.3% |
| 30D | +22.7% | -10.4% | +33.1% | +23.5% |
| 3M | +21.5% | -15.7% | +37.2% | +22.8% |
| 6M | +24.0% | -6.3% | +30.3% | +24.1% |
| YTD | +88.2% | +34.2% | +54.1% | +81.7% |
| 1Y | +74.8% | +39.9% | +34.9% | +67.4% |
| All | +104.3% | +151.2% | -46.9% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling