+31.7%
PEG vs XPO
+153.8%
-122.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -1.2% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | -1.7% | -8.1% | +6.4% | -1.3% |
| 3M | -6.8% | -19.0% | +12.3% | -5.8% |
| 6M | -11.4% | -5.2% | -6.2% | -11.3% |
| YTD | -7.2% | +35.6% | -42.8% | -9.2% |
| 1Y | -6.1% | +41.1% | -47.2% | -8.5% |
| All | +31.7% | +153.8% | -122.1% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling