-17.0%
PPG vs XPO
+151.0%
-168.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.2% | -5.7% | -0.6% | -4.8% |
| 30D | -7.9% | -12.8% | +4.9% | -4.8% |
| 3M | -10.2% | -20.0% | +9.8% | -5.3% |
| 6M | +2.7% | -6.0% | +8.7% | +4.0% |
| YTD | +4.9% | +34.0% | -29.2% | -2.3% |
| 1Y | -3.2% | +35.6% | -38.7% | -10.5% |
| 3Y | -17.0% | +152.3% | -169.3% | -33.3% |
| All | -17.0% | +151.0% | -168.0% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling