+587.1%
PFG vs XPO
+10,073.3%
-9,486.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +0.1% | +6.9% | -6.7% | -1.0% |
| 30D | +5.0% | +4.1% | +0.8% | +4.2% |
| 3M | +0.1% | -9.7% | +9.8% | +1.6% |
| 6M | +13.8% | -3.8% | +17.6% | +13.9% |
| YTD | +31.2% | +38.8% | -7.5% | +22.7% |
| 1Y | +37.1% | +34.2% | +2.8% | +28.8% |
| 3Y | +80.6% | +126.9% | -46.3% | +51.6% |
| 5Y | +93.7% | +297.5% | -203.8% | +43.9% |
| 10Y | +185.5% | +1,260.5% | -1,075.0% | +75.9% |
| All | +587.1% | +10,073.3% | -9,486.2% | +248.5% |
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