+419.1%
PFGC vs XPO
+2,313.9%
-1,894.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.8% |
| 7D | -2.2% | +2.4% | -4.6% | -3.0% |
| 30D | -11.9% | -3.5% | -8.4% | -11.3% |
| 3M | +5.0% | -11.9% | +16.9% | +8.1% |
| 6M | +8.6% | -10.0% | +18.6% | +10.6% |
| YTD | +9.7% | +42.1% | -32.4% | -2.7% |
| 1Y | -6.3% | +47.6% | -53.9% | -18.5% |
| 3Y | +58.2% | +153.6% | -95.4% | +10.4% |
| 5Y | +110.4% | +266.5% | -156.1% | +23.7% |
| 10Y | +272.8% | +1,460.4% | -1,187.7% | +69.1% |
| All | +419.1% | +2,313.9% | -1,894.8% | +132.6% |
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