+62.3%
PENG vs XPO
+306.2%
-243.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -6.5% |
| 7D | +13.2% | +9.0% | +4.3% | +8.9% |
| 30D | -29.9% | +4.2% | -34.1% | -31.0% |
| 3M | -22.2% | -8.7% | -13.6% | -18.7% |
| 6M | -1.9% | -2.8% | +0.9% | +0.1% |
| YTD | +142.1% | +41.9% | +100.3% | +107.3% |
| 1Y | +151.5% | +42.3% | +109.2% | +114.3% |
| 3Y | +206.9% | +127.3% | +79.7% | +96.4% |
| All | +62.3% | +306.2% | -243.9% | -25.6% |
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