+590.6%
PFG vs XPO
+10,300.9%
-9,710.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +2.4% | +9.0% | -6.6% | +0.9% |
| 30D | +5.9% | +4.2% | +1.7% | +5.1% |
| 3M | -0.4% | -8.7% | +8.2% | +0.9% |
| 6M | +14.8% | -2.8% | +17.6% | +14.7% |
| YTD | +31.9% | +41.9% | -9.9% | +22.9% |
| 1Y | +38.8% | +42.3% | -3.5% | +29.1% |
| 3Y | +82.4% | +127.3% | -44.9% | +53.0% |
| 5Y | +94.7% | +306.4% | -211.7% | +44.0% |
| 10Y | +187.0% | +1,290.9% | -1,104.0% | +76.1% |
| All | +590.6% | +10,300.9% | -9,710.3% | +249.0% |
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