-76.5%
PCG vs XPO
+1,236.5%
-1,313.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | +6.9% | -8.8% | -3.4% |
| 30D | -2.7% | +4.1% | -6.8% | -3.7% |
| 3M | -25.1% | -9.7% | -15.3% | -23.8% |
| 6M | -22.3% | -3.8% | -18.5% | -22.4% |
| YTD | -18.5% | +38.8% | -57.2% | -25.8% |
| 1Y | -21.8% | +34.2% | -56.1% | -28.5% |
| 3Y | -21.0% | +126.9% | -147.9% | -40.0% |
| 5Y | +8.1% | +297.5% | -289.4% | -33.8% |
| All | -76.5% | +1,236.5% | -1,313.0% | -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