+243.8%
PFG vs XPO
+1,516.3%
-1,272.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -0.4% | -5.7% | +5.2% | +1.4% |
| 30D | +2.9% | -12.8% | +15.7% | +7.1% |
| 3M | +6.7% | -20.0% | +26.7% | +13.6% |
| 6M | +33.8% | -6.0% | +39.8% | +34.5% |
| YTD | +35.0% | +34.0% | +0.9% | +20.2% |
| 1Y | +46.4% | +35.6% | +10.9% | +28.8% |
| 3Y | +71.7% | +152.3% | -80.6% | +15.4% |
| 5Y | +113.7% | +264.4% | -150.7% | +18.1% |
| All | +243.8% | +1,516.3% | -1,272.5% | +13.5% |
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 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