+39.5%
PL vs XPO
+301.4%
-261.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.6% |
| 7D | +10.0% | +9.0% | +1.1% | +6.4% |
| 30D | -2.3% | +4.2% | -6.4% | -3.7% |
| 3M | -44.2% | -8.7% | -35.6% | -42.1% |
| 6M | -66.1% | -2.8% | -63.3% | -65.8% |
| YTD | -30.0% | +41.9% | -71.8% | -40.6% |
| 1Y | +21.0% | +42.3% | -21.3% | +1.9% |
| 3Y | +516.5% | +127.3% | +389.3% | +310.0% |
| 5Y | +32.0% | +306.4% | -274.4% | -38.6% |
| All | +39.5% | +301.4% | -261.9% | -35.2% |
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