+1,360.7%
PCAR vs XPO
+10,043.1%
-8,682.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.3% | -2.6% | +2.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | -2.1% | +2.5% | -4.6% | -2.5% |
| 3M | -20.4% | -7.2% | -13.2% | -19.6% |
| 6M | -7.0% | -8.1% | +1.1% | -6.1% |
| YTD | -2.6% | +38.3% | -41.0% | -7.2% |
| 1Y | +9.8% | +33.6% | -23.8% | +5.0% |
| 3Y | +37.3% | +133.1% | -95.8% | +20.4% |
| 5Y | +116.4% | +308.9% | -192.5% | +73.0% |
| 10Y | +293.0% | +1,371.8% | -1,078.8% | +168.7% |
| All | +1,360.7% | +10,043.1% | -8,682.3% | +777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling