+1,622.8%
PCAR vs XPO
+10,316.6%
-8,693.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.5% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | -6.2% | -3.5% | -2.7% | -5.8% |
| 3M | +5.9% | -11.9% | +17.8% | +7.6% |
| 6M | +0.4% | -10.0% | +10.4% | +1.6% |
| YTD | +14.8% | +42.1% | -27.3% | +9.1% |
| 1Y | +30.1% | +47.6% | -17.5% | +22.7% |
| 3Y | +66.7% | +153.6% | -86.9% | +44.4% |
| 5Y | +166.1% | +266.5% | -100.4% | +115.2% |
| 10Y | +353.7% | +1,460.4% | -1,106.8% | +208.3% |
| All | +1,622.8% | +10,316.6% | -8,693.8% | +932.1% |
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 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