+4,187.7%
PH vs XPO
+10,316.6%
-6,128.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.0% |
| 7D | -3.1% | +2.4% | -5.5% | -3.5% |
| 30D | -3.2% | -3.5% | +0.3% | -2.7% |
| 3M | +10.6% | -11.9% | +22.5% | +12.8% |
| 6M | -2.1% | -10.0% | +7.8% | -0.7% |
| YTD | +10.2% | +42.1% | -31.9% | +2.7% |
| 1Y | +28.2% | +47.6% | -19.4% | +18.2% |
| 3Y | +134.9% | +153.6% | -18.7% | +93.9% |
| 5Y | +253.6% | +266.5% | -12.9% | +167.6% |
| 10Y | +804.7% | +1,460.4% | -655.7% | +461.6% |
| All | +4,187.7% | +10,316.6% | -6,128.9% | +2,144.8% |
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