+455.3%
PL vs XPO
+122.0%
+333.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.3% |
| 7D | -6.8% | -6.7% | -0.2% | -4.0% |
| 30D | -29.3% | -1.9% | -27.4% | -28.7% |
| 3M | -44.8% | -9.9% | -34.9% | -42.3% |
| 6M | -68.4% | -16.4% | -52.0% | -66.2% |
| YTD | -36.4% | +30.2% | -66.6% | -44.1% |
| 1Y | +0.7% | +29.9% | -29.2% | -11.9% |
| 3Y | +455.3% | +122.6% | +332.7% | +287.7% |
| All | +455.3% | +122.0% | +333.3% | +287.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling