+743.9%
PEG vs XPO
+10,152.6%
-9,408.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +1.0% | +2.7% | -1.7% | +0.9% |
| 30D | -1.9% | -6.2% | +4.3% | -1.6% |
| 3M | -3.7% | -15.4% | +11.7% | -2.9% |
| 6M | -9.4% | +0.7% | -10.2% | -9.6% |
| YTD | -6.0% | +39.8% | -45.8% | -8.1% |
| 1Y | -4.4% | +43.3% | -47.7% | -6.7% |
| 3Y | +33.5% | +166.0% | -132.5% | +24.4% |
| 5Y | +35.7% | +274.2% | -238.4% | +22.5% |
| 10Y | +140.4% | +1,429.0% | -1,288.6% | +101.4% |
| All | +743.9% | +10,152.6% | -9,408.7% | +550.1% |
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