+359.1%
PCAR vs XPO
+1,450.2%
-1,091.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | 0.0% | +2.7% | -2.6% | -0.7% |
| 30D | -7.7% | -6.2% | -1.5% | -6.3% |
| 3M | +3.7% | -15.4% | +19.1% | +7.9% |
| 6M | +2.3% | +0.7% | +1.6% | +1.6% |
| YTD | +12.8% | +39.8% | -27.0% | +2.7% |
| 1Y | +27.8% | +43.3% | -15.6% | +15.0% |
| 3Y | +61.8% | +166.0% | -104.2% | +20.4% |
| 5Y | +168.2% | +274.2% | -106.0% | +74.1% |
| 10Y | +359.1% | +1,429.0% | -1,070.0% | +89.5% |
| All | +359.1% | +1,450.2% | -1,091.1% | +89.5% |
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