+137.4%
PFGC vs XPO
+306.2%
-168.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +3.4% | +9.0% | -5.5% | +1.0% |
| 30D | +16.9% | +4.2% | +12.8% | +15.4% |
| 3M | +6.4% | -8.7% | +15.1% | +8.7% |
| 6M | +16.0% | -2.8% | +18.8% | +15.8% |
| YTD | +23.6% | +41.9% | -18.2% | +9.0% |
| 1Y | +16.6% | +42.3% | -25.7% | +2.5% |
| 3Y | +82.3% | +127.3% | -45.0% | +27.1% |
| All | +137.4% | +306.2% | -168.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling