+285.9%
PCAR vs XPO
+1,236.5%
-950.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +2.1% | +6.9% | -4.8% | +0.4% |
| 30D | -1.2% | +4.1% | -5.3% | -2.3% |
| 3M | -18.6% | -9.7% | -8.9% | -16.7% |
| 6M | -5.1% | -3.8% | -1.3% | -4.6% |
| YTD | -1.8% | +38.8% | -40.5% | -10.5% |
| 1Y | +10.6% | +34.2% | -23.6% | +1.5% |
| 3Y | +34.9% | +126.9% | -92.0% | +4.8% |
| 5Y | +114.0% | +297.5% | -183.5% | +37.1% |
| All | +285.9% | +1,236.5% | -950.6% | +63.1% |
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