+452.3%
PEP vs XPO
+10,316.6%
-9,864.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -0.8% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | +0.2% | -3.5% | +3.8% | +0.4% |
| 3M | -1.1% | -11.9% | +10.8% | -0.7% |
| 6M | -13.5% | -10.0% | -3.5% | -13.3% |
| YTD | -1.2% | +42.1% | -43.3% | -2.8% |
| 1Y | -1.6% | +47.6% | -49.1% | -3.4% |
| 3Y | -12.5% | +153.6% | -166.1% | -16.8% |
| 5Y | +3.0% | +266.5% | -263.5% | -4.4% |
| 10Y | +73.9% | +1,460.4% | -1,386.5% | +53.4% |
| All | +452.3% | +10,316.6% | -9,864.3% | +372.4% |
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