+38.0%
PEG vs XPO
+257.8%
-219.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -2.8% | -10.4% | +7.6% | -2.0% |
| 3M | -6.9% | -15.7% | +8.8% | -5.8% |
| 6M | -11.4% | -6.3% | -5.1% | -11.2% |
| YTD | -7.4% | +34.2% | -41.5% | -10.1% |
| 1Y | -8.3% | +39.9% | -48.2% | -11.5% |
| 3Y | +31.5% | +155.2% | -123.7% | +17.5% |
| 5Y | +38.0% | +264.7% | -226.7% | +12.2% |
| All | +38.0% | +257.8% | -219.8% | +12.2% |
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