+44.8%
PL vs XPO
+293.5%
-248.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +13.4% | +0.5% | +12.9% | +13.5% |
| 30D | -10.2% | +4.7% | -14.8% | -11.7% |
| 3M | -39.5% | -7.1% | -32.4% | -37.6% |
| 6M | -65.7% | -6.3% | -59.5% | -64.9% |
| YTD | -27.3% | +39.1% | -66.3% | -37.8% |
| 1Y | +15.0% | +36.7% | -21.7% | -1.4% |
| 3Y | +560.8% | +127.4% | +433.4% | +339.6% |
| 5Y | +38.4% | +315.0% | -276.6% | -35.1% |
| All | +44.8% | +293.5% | -248.6% | -32.2% |
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