-31.8%
PNR vs XPO
+38.8%
-70.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.7% |
| 7D | +11.9% | +3.5% | +8.4% | +10.9% |
| 30D | +37.1% | +2.8% | +34.3% | +36.1% |
| 3M | +5.7% | -7.5% | +13.2% | +7.5% |
| 6M | -5.7% | -5.9% | +0.3% | -4.7% |
| YTD | -29.8% | +38.4% | -68.2% | -35.6% |
| 1Y | -31.8% | +33.7% | -65.5% | -36.9% |
| All | -31.8% | +38.8% | -70.6% | -36.9% |
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 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