+695.9%
PH vs XPO
+1,266.4%
-570.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.8% |
| 7D | +4.3% | +9.0% | -4.6% | +1.1% |
| 30D | +0.1% | +4.2% | -4.0% | -1.5% |
| 3M | -9.4% | -8.7% | -0.7% | -6.7% |
| 6M | +8.8% | -2.8% | +11.5% | +8.5% |
| YTD | +9.6% | +41.9% | -32.2% | -6.0% |
| 1Y | +14.4% | +42.3% | -27.9% | -2.2% |
| 3Y | +134.5% | +127.3% | +7.3% | +58.3% |
| 5Y | +204.4% | +306.4% | -102.0% | +52.5% |
| All | +695.9% | +1,266.4% | -570.5% | +157.1% |
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 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