-21.8%
PCG vs XPO
+36.4%
-58.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.0% | +6.9% | -8.8% | -2.3% |
| 30D | -2.7% | +4.1% | -6.8% | -2.9% |
| 3M | -25.1% | -9.7% | -15.3% | -24.5% |
| 6M | -22.3% | -3.8% | -18.5% | -22.5% |
| YTD | -18.5% | +38.8% | -57.2% | -21.7% |
| 1Y | -21.8% | +34.2% | -56.1% | -25.3% |
| All | -21.8% | +36.4% | -58.2% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling