+151.5%
PENG vs XPO
+38.7%
+112.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -6.8% |
| 7D | +13.2% | +9.0% | +4.3% | +7.6% |
| 30D | -29.9% | +4.2% | -34.1% | -31.3% |
| 3M | -22.2% | -8.7% | -13.6% | -17.9% |
| 6M | -1.9% | -2.8% | +0.9% | +1.5% |
| YTD | +142.1% | +41.9% | +100.3% | +110.1% |
| 1Y | +151.5% | +42.3% | +109.2% | +118.1% |
| All | +151.5% | +38.7% | +112.8% | +118.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling