+89.6%
PEP vs XPO
+1,356.2%
-1,266.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.6% | -1.5% | +6.2% | +4.7% |
| 30D | +14.0% | +2.6% | +11.4% | +13.7% |
| 3M | +5.4% | -6.1% | +11.5% | +5.9% |
| 6M | -5.1% | -8.0% | +2.8% | -4.7% |
| YTD | +3.1% | +38.5% | -35.4% | -0.8% |
| 1Y | +4.8% | +35.0% | -30.2% | +1.0% |
| 3Y | -4.1% | +126.5% | -130.6% | -14.6% |
| 5Y | +3.0% | +315.4% | -312.5% | -17.0% |
| 10Y | +89.6% | +1,272.1% | -1,182.5% | +40.2% |
| All | +89.6% | +1,356.2% | -1,266.6% | +40.2% |
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