+522.0%
PENG vs XPO
+857.8%
-335.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.3% |
| 7D | -19.4% | -6.7% | -12.8% | -16.5% |
| 30D | -42.4% | -1.9% | -40.5% | -41.9% |
| 3M | -25.6% | -9.9% | -15.8% | -22.0% |
| 6M | +7.3% | -16.4% | +23.7% | +16.4% |
| YTD | +113.9% | +30.2% | +83.7% | +91.1% |
| 1Y | +93.6% | +29.9% | +63.7% | +72.8% |
| 3Y | +170.2% | +122.6% | +47.6% | +80.5% |
| 5Y | +44.2% | +278.9% | -234.7% | -27.1% |
| All | +522.0% | +857.8% | -335.7% | +75.5% |
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