-49.1%
PNR vs XPO
+39.1%
-88.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -5.7% | -0.4% | -4.9% |
| 30D | -14.0% | -12.8% | -1.2% | -11.5% |
| 3M | -21.7% | -20.0% | -1.7% | -18.0% |
| 6M | -37.3% | -6.0% | -31.2% | -36.6% |
| YTD | -45.1% | +34.0% | -79.2% | -47.6% |
| 1Y | -49.1% | +35.6% | -84.7% | -51.4% |
| All | -49.1% | +39.1% | -88.2% | -51.4% |
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 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