+579.6%
PENG vs XPO
+917.7%
-338.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.3% | +3.0% | +6.5% |
| 7D | -3.8% | -1.9% | -1.9% | -2.2% |
| 30D | -40.1% | +2.5% | -42.6% | -40.6% |
| 3M | -21.8% | -7.2% | -14.6% | -18.9% |
| 6M | +3.3% | -8.1% | +11.4% | +7.9% |
| YTD | +133.6% | +38.3% | +95.3% | +103.6% |
| 1Y | +110.7% | +33.6% | +77.1% | +86.0% |
| 3Y | +204.3% | +133.1% | +71.2% | +99.5% |
| 5Y | +54.4% | +308.9% | -254.5% | -24.3% |
| All | +579.6% | +917.7% | -338.2% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling