+531.0%
PNR vs XPO
+9,839.2%
-9,308.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | -3.9% | -0.9% | -2.9% | -3.8% |
| 30D | -13.8% | -8.1% | -5.7% | -12.8% |
| 3M | -22.5% | -19.0% | -3.5% | -20.2% |
| 6M | -37.2% | -5.2% | -32.0% | -36.8% |
| YTD | -44.2% | +35.6% | -79.8% | -47.0% |
| 1Y | -46.6% | +41.1% | -87.7% | -49.7% |
| 3Y | -12.5% | +157.9% | -170.4% | -25.3% |
| 5Y | -19.3% | +265.6% | -285.0% | -35.5% |
| 10Y | +67.5% | +1,516.8% | -1,449.3% | +14.9% |
| All | +531.0% | +9,839.2% | -9,308.2% | +302.3% |
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