+169.6%
PENG vs XPO
-11.2%
+180.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.5% | +1.9% | +2.8% |
| 7D | +4.5% | +2.4% | +2.1% | +2.5% |
| 30D | -7.1% | -3.5% | -3.6% | -3.8% |
| 3M | -27.3% | -11.9% | -15.3% | -19.3% |
| 6M | +169.6% | -10.0% | +179.5% | +190.0% |
| All | +169.6% | -11.2% | +180.8% | +190.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling