+108.7%
PFGC vs XPO
+262.4%
-153.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -16.0% | -8.1% | -7.9% | -14.2% |
| 3M | -4.1% | -19.0% | +14.9% | +1.0% |
| 6M | +8.7% | -5.2% | +13.9% | +9.2% |
| YTD | +6.4% | +35.6% | -29.2% | -4.5% |
| 1Y | -8.4% | +41.1% | -49.5% | -19.5% |
| 3Y | +61.8% | +157.9% | -96.2% | +7.8% |
| 5Y | +108.7% | +265.6% | -156.9% | +8.5% |
| All | +108.7% | +262.4% | -153.7% | +8.5% |
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 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