+213.6%
PH vs XPO
+311.4%
-97.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.1% | -1.5% | +3.7% | +2.6% |
| 30D | +0.3% | +2.6% | -2.3% | -0.7% |
| 3M | -8.8% | -6.1% | -2.7% | -7.3% |
| 6M | +10.0% | -8.0% | +18.0% | +11.8% |
| YTD | +10.5% | +38.5% | -28.0% | -2.6% |
| 1Y | +15.5% | +35.0% | -19.5% | +2.4% |
| 3Y | +136.4% | +126.5% | +9.9% | +68.5% |
| 5Y | +213.6% | +315.4% | -101.8% | +72.0% |
| All | +213.6% | +311.4% | -97.8% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling