-75.3%
PCG vs XPO
+1,410.5%
-1,485.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.6% |
| 7D | +6.5% | -0.9% | +7.4% | +6.7% |
| 30D | -16.7% | -8.1% | -8.6% | -15.5% |
| 3M | -14.2% | -19.0% | +4.9% | -10.7% |
| 6M | -21.5% | -5.2% | -16.3% | -21.4% |
| YTD | -11.2% | +35.6% | -46.8% | -18.5% |
| 1Y | -4.2% | +41.1% | -45.3% | -13.4% |
| 3Y | -14.9% | +157.9% | -172.8% | -37.6% |
| 5Y | +54.2% | +265.6% | -211.4% | -2.9% |
| 10Y | -75.3% | +1,516.8% | -1,592.1% | -88.5% |
| All | -75.3% | +1,410.5% | -1,485.8% | -88.5% |
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