+116.1%
PG vs XPO
+1,516.3%
-1,400.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -5.7% | +4.9% | -0.4% |
| 30D | +0.8% | -12.8% | +13.6% | +1.8% |
| 3M | -1.3% | -20.0% | +18.6% | +0.1% |
| 6M | -3.8% | -6.0% | +2.2% | -3.6% |
| YTD | +3.6% | +34.0% | -30.4% | +1.0% |
| 1Y | -5.7% | +35.6% | -41.3% | -8.4% |
| 3Y | +1.6% | +152.3% | -150.7% | -8.0% |
| 5Y | +14.6% | +264.4% | -249.8% | -1.8% |
| All | +116.1% | +1,516.3% | -1,400.2% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling