+763.1%
PM vs XPO
+13,720.0%
-12,956.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -2.3% |
| 7D | -4.9% | +2.4% | -7.3% | -5.1% |
| 30D | -3.4% | -3.5% | +0.1% | -3.2% |
| 3M | +5.2% | -11.9% | +17.1% | +6.1% |
| 6M | +3.7% | -10.0% | +13.7% | +4.2% |
| YTD | +15.8% | +42.1% | -26.3% | +11.7% |
| 1Y | +17.4% | +47.6% | -30.2% | +12.5% |
| 3Y | +116.9% | +153.6% | -36.7% | +93.8% |
| 5Y | +117.3% | +266.5% | -149.2% | +83.5% |
| 10Y | +193.8% | +1,460.4% | -1,266.7% | +115.3% |
| All | +763.1% | +13,720.0% | -12,956.9% | +428.6% |
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 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