+143.2%
PM vs XPO
+129.7%
+13.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.7% | -2.3% |
| 7D | -7.3% | -1.9% | -5.4% | -7.3% |
| 30D | -4.0% | +2.5% | -6.5% | -3.9% |
| 3M | +2.7% | -7.2% | +9.9% | +2.6% |
| 6M | +14.9% | -8.1% | +22.9% | +14.7% |
| YTD | +23.5% | +38.3% | -14.8% | +23.8% |
| 1Y | +30.4% | +33.6% | -3.2% | +30.6% |
| 3Y | +143.2% | +133.1% | +10.1% | +134.6% |
| All | +143.2% | +129.7% | +13.5% | +134.6% |
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