+29.7%
PM vs XPO
+35.6%
-6.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -7.1% | +0.5% | -7.6% | -7.0% |
| 30D | -2.8% | +4.7% | -7.5% | -2.6% |
| 3M | +6.3% | -7.1% | +13.4% | +6.1% |
| 6M | +9.6% | -6.3% | +15.9% | +9.3% |
| YTD | +25.6% | +39.1% | -13.5% | +22.4% |
| 1Y | +29.7% | +36.7% | -7.0% | +25.8% |
| All | +29.7% | +35.6% | -6.0% | +25.8% |
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