+54.5%
PCG vs XPO
+265.7%
-211.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.8% |
| 7D | -13.9% | +2.4% | -16.3% | -14.3% |
| 30D | -16.9% | -3.5% | -13.3% | -16.6% |
| 3M | -14.7% | -11.9% | -2.8% | -13.5% |
| 6M | -23.8% | -10.0% | -13.9% | -23.2% |
| YTD | -10.5% | +42.1% | -52.6% | -15.8% |
| 1Y | -5.1% | +47.6% | -52.7% | -11.5% |
| 3Y | -11.6% | +153.6% | -165.2% | -27.6% |
| All | +54.5% | +265.7% | -211.3% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling