+3.4%
PEP vs XPO
+257.8%
-254.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.4% | -1.3% | 0.0% | -1.3% |
| 30D | -0.2% | -10.4% | +10.1% | +0.3% |
| 3M | -4.3% | -15.7% | +11.4% | -3.5% |
| 6M | -13.2% | -6.3% | -6.9% | -13.1% |
| YTD | -1.9% | +34.2% | -36.1% | -3.8% |
| 1Y | -0.3% | +39.9% | -40.3% | -2.6% |
| 3Y | -13.6% | +155.2% | -168.8% | -20.2% |
| 5Y | +3.4% | +264.7% | -261.3% | -10.6% |
| All | +3.4% | +257.8% | -254.4% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling