+82.3%
PL vs XPO
+265.7%
-183.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.7% | -3.1% |
| 7D | -9.3% | +2.4% | -11.7% | -10.3% |
| 30D | -18.9% | -3.5% | -15.4% | -17.7% |
| 3M | -58.4% | -11.9% | -46.4% | -56.2% |
| 6M | -30.3% | -10.0% | -20.3% | -27.9% |
| YTD | -8.1% | +42.1% | -50.2% | -22.8% |
| 1Y | +180.5% | +47.6% | +132.9% | +129.4% |
| 3Y | +444.1% | +153.6% | +290.6% | +235.9% |
| All | +82.3% | +265.7% | -183.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling