+79.1%
PEP vs XPO
+1,410.5%
-1,331.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | +0.3% | -8.1% | +8.4% | +1.0% |
| 3M | -3.2% | -19.0% | +15.8% | -1.5% |
| 6M | -13.6% | -5.2% | -8.4% | -13.5% |
| YTD | -1.9% | +35.6% | -37.4% | -5.3% |
| 1Y | -0.6% | +41.1% | -41.7% | -4.7% |
| 3Y | -13.6% | +157.9% | -171.5% | -24.1% |
| 5Y | +3.2% | +265.6% | -262.4% | -15.3% |
| 10Y | +79.1% | +1,516.8% | -1,437.7% | +28.8% |
| All | +79.1% | +1,410.5% | -1,331.4% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling