-12.0%
PCG vs XPO
+9,445.4%
-9,457.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -1.6% | -6.7% | +5.1% | -1.0% |
| 30D | +1.4% | -1.9% | +3.3% | +1.5% |
| 3M | -23.4% | -9.9% | -13.5% | -22.9% |
| 6M | -19.4% | -16.4% | -3.0% | -18.5% |
| YTD | -18.5% | +30.2% | -48.7% | -20.8% |
| 1Y | -19.5% | +29.9% | -49.4% | -21.8% |
| 3Y | -21.0% | +122.6% | -143.6% | -27.7% |
| 5Y | +13.7% | +278.9% | -265.1% | -2.2% |
| 10Y | -77.2% | +1,375.3% | -1,452.4% | -81.7% |
| All | -12.0% | +9,445.4% | -9,457.4% | -32.4% |
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