+35.3%
PFE vs XPO
+1,458.1%
-1,422.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | -2.7% | +2.7% | -5.3% | -2.9% |
| 30D | +3.8% | -6.2% | +10.0% | +4.4% |
| 3M | +10.4% | -15.4% | +25.8% | +12.0% |
| 6M | +6.3% | +0.7% | +5.5% | +5.8% |
| YTD | +17.4% | +39.8% | -22.5% | +12.7% |
| 1Y | +21.1% | +43.3% | -22.2% | +15.8% |
| 3Y | -1.6% | +166.0% | -167.6% | -13.8% |
| 5Y | -22.2% | +274.2% | -296.3% | -36.1% |
| All | +35.3% | +1,458.1% | -1,422.8% | -14.4% |
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 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