+609.6%
PFG vs XPO
+10,316.6%
-9,706.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.3% |
| 7D | +5.5% | +2.4% | +3.1% | +5.0% |
| 30D | +2.4% | -3.5% | +5.9% | +2.9% |
| 3M | +13.6% | -11.9% | +25.5% | +15.6% |
| 6M | +27.9% | -10.0% | +37.8% | +29.2% |
| YTD | +35.6% | +42.1% | -6.5% | +26.4% |
| 1Y | +48.5% | +47.6% | +0.9% | +37.0% |
| 3Y | +66.9% | +153.6% | -86.7% | +37.2% |
| 5Y | +111.0% | +266.5% | -155.6% | +58.5% |
| 10Y | +244.5% | +1,460.4% | -1,216.0% | +108.9% |
| All | +609.6% | +10,316.6% | -9,706.9% | +258.9% |
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