+159.5%
PM vs XPO
+296.5%
-137.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.7% | -2.6% |
| 7D | -7.3% | -1.9% | -5.4% | -7.2% |
| 30D | -4.0% | +2.5% | -6.5% | -4.1% |
| 3M | +2.7% | -7.2% | +9.9% | +2.9% |
| 6M | +14.9% | -8.1% | +22.9% | +15.0% |
| YTD | +23.5% | +38.3% | -14.8% | +21.4% |
| 1Y | +30.4% | +33.6% | -3.2% | +28.2% |
| 3Y | +143.2% | +133.1% | +10.1% | +126.1% |
| 5Y | +159.5% | +308.9% | -149.4% | +124.4% |
| All | +159.5% | +296.5% | -137.0% | +124.4% |
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