+462.2%
PG vs XPO
+9,736.1%
-9,273.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -1.5% | -10.4% | +8.8% | -1.1% |
| 3M | -3.4% | -15.7% | +12.3% | -2.8% |
| 6M | -7.0% | -6.3% | -0.6% | -6.9% |
| YTD | +2.0% | +34.2% | -32.2% | +0.6% |
| 1Y | -6.5% | +39.9% | -46.4% | -8.0% |
| 3Y | +1.2% | +155.2% | -154.1% | -3.7% |
| 5Y | +12.8% | +264.7% | -251.9% | +4.7% |
| 10Y | +117.7% | +1,500.1% | -1,382.4% | +90.6% |
| All | +462.2% | +9,736.1% | -9,273.9% | +365.3% |
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