+45.2%
PL vs XPO
+291.5%
-246.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +6.3% | +8.2% | +11.9% |
| 7D | +10.9% | -1.9% | +12.8% | +12.2% |
| 30D | -16.4% | +2.5% | -18.8% | -17.0% |
| 3M | -39.9% | -7.2% | -32.8% | -38.0% |
| 6M | -63.2% | -8.1% | -55.1% | -62.0% |
| YTD | -27.1% | +38.3% | -65.5% | -37.6% |
| 1Y | +12.2% | +33.6% | -21.4% | -2.9% |
| 3Y | +584.3% | +133.1% | +451.2% | +350.7% |
| 5Y | +37.0% | +308.9% | -271.9% | -35.6% |
| All | +45.2% | +291.5% | -246.3% | -31.9% |
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