+44.1%
PL vs XPO
+291.8%
-247.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.6% | -1.5% | +7.2% | +6.7% |
| 30D | -16.9% | +2.6% | -19.5% | -17.6% |
| 3M | -38.2% | -6.1% | -32.1% | -36.5% |
| 6M | -63.4% | -8.0% | -55.5% | -62.3% |
| YTD | -27.6% | +38.5% | -66.1% | -38.0% |
| 1Y | +6.6% | +35.0% | -28.4% | -8.1% |
| 3Y | +557.6% | +126.5% | +431.1% | +338.2% |
| 5Y | +39.5% | +315.4% | -275.9% | -34.5% |
| All | +44.1% | +291.8% | -247.7% | -32.4% |
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