-23.8%
PFE vs XPO
+306.2%
-329.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | -1.7% | +9.0% | -10.7% | -2.3% |
| 30D | +0.3% | +4.2% | -3.8% | 0.0% |
| 3M | +9.4% | -8.7% | +18.0% | +9.9% |
| 6M | +14.9% | -2.8% | +17.6% | +14.9% |
| YTD | +23.8% | +41.9% | -18.1% | +20.3% |
| 1Y | +19.5% | +42.3% | -22.8% | +16.0% |
| 3Y | +21.0% | +127.3% | -106.2% | +12.8% |
| All | -23.8% | +306.2% | -329.9% | -39.4% |
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 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