+669.7%
PENG vs XPO
+945.2%
-275.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.5% | +1.9% | +4.5% |
| 7D | +4.5% | +2.4% | +2.1% | +3.5% |
| 30D | -7.1% | -3.5% | -3.6% | -5.4% |
| 3M | -27.3% | -11.9% | -15.3% | -22.7% |
| 6M | +169.6% | -10.0% | +179.5% | +182.5% |
| YTD | +164.6% | +42.1% | +122.5% | +127.7% |
| 1Y | +109.5% | +47.6% | +61.9% | +75.2% |
| 3Y | +98.9% | +153.6% | -54.7% | +26.3% |
| 5Y | +116.3% | +266.5% | -150.3% | +10.1% |
| All | +669.7% | +945.2% | -275.5% | +109.1% |
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 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