+782.8%
PH vs XPO
+1,517.7%
-734.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -11.8% | -10.4% | -1.4% | -8.4% |
| 3M | +6.9% | -15.7% | +22.6% | +13.0% |
| 6M | -1.3% | -6.3% | +5.1% | -0.1% |
| YTD | +7.0% | +34.2% | -27.2% | -6.1% |
| 1Y | +23.1% | +39.9% | -16.8% | +5.3% |
| 3Y | +135.4% | +155.2% | -19.9% | +51.3% |
| 5Y | +250.3% | +264.7% | -14.3% | +83.0% |
| All | +782.8% | +1,517.7% | -734.9% | +162.4% |
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