+166.6%
PFE vs XPO
+10,052.8%
-9,886.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.7% | -1.5% | +0.8% | -0.6% |
| 30D | +5.3% | +2.6% | +2.8% | +5.2% |
| 3M | +10.1% | -6.1% | +16.2% | +10.4% |
| 6M | +18.0% | -8.0% | +26.0% | +18.3% |
| YTD | +25.8% | +38.5% | -12.7% | +23.3% |
| 1Y | +28.4% | +35.0% | -6.6% | +26.0% |
| 3Y | +20.9% | +126.5% | -105.5% | +14.6% |
| 5Y | -21.5% | +315.4% | -336.9% | -28.7% |
| 10Y | +46.2% | +1,272.1% | -1,225.9% | +24.8% |
| All | +166.6% | +10,052.8% | -9,886.2% | +119.6% |
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 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