+821.1%
PM vs XPO
+13,357.1%
-12,536.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.7% | -2.9% |
| 7D | -7.3% | -1.9% | -5.4% | -7.2% |
| 30D | -4.0% | +2.5% | -6.5% | -4.2% |
| 3M | +2.7% | -7.2% | +9.9% | +3.2% |
| 6M | +14.9% | -8.1% | +22.9% | +15.3% |
| YTD | +23.5% | +38.3% | -14.8% | +19.3% |
| 1Y | +30.4% | +33.6% | -3.2% | +26.2% |
| 3Y | +143.2% | +133.1% | +10.1% | +119.0% |
| 5Y | +159.5% | +308.9% | -149.4% | +116.8% |
| 10Y | +234.7% | +1,371.8% | -1,137.1% | +146.2% |
| All | +821.1% | +13,357.1% | -12,536.1% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling