+7.3%
PL vs XPO
+33.1%
-25.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +6.3% | +8.2% | +12.3% |
| 7D | +10.9% | -1.9% | +12.8% | +11.5% |
| 30D | -16.4% | +2.5% | -18.8% | -16.9% |
| 3M | -39.9% | -7.2% | -32.8% | -38.7% |
| 6M | -63.2% | -8.1% | -55.1% | -62.3% |
| YTD | -27.1% | +38.3% | -65.5% | -23.5% |
| All | +7.3% | +33.1% | -25.8% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling