+154.6%
PFE vs XPO
+10,316.6%
-10,161.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.5% |
| 7D | +1.8% | +2.4% | -0.7% | +1.6% |
| 30D | +10.2% | -3.5% | +13.8% | +10.4% |
| 3M | +12.7% | -11.9% | +24.6% | +13.3% |
| 6M | +10.5% | -10.0% | +20.5% | +10.9% |
| YTD | +20.2% | +42.1% | -21.9% | +17.7% |
| 1Y | +24.1% | +47.6% | -23.5% | +21.1% |
| 3Y | -3.6% | +153.6% | -157.1% | -9.2% |
| 5Y | -20.9% | +266.5% | -287.4% | -27.7% |
| 10Y | +35.8% | +1,460.4% | -1,424.6% | +15.5% |
| All | +154.6% | +10,316.6% | -10,161.9% | +109.5% |
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