+0.3%
PPG vs XPO
+0.1%
+0.2%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.0% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -7.2% | -8.1% | +0.9% | -3.9% |
| 3M | -7.3% | -19.0% | +11.7% | +1.9% |
| 6M | +0.3% | -5.2% | +5.4% | -1.6% |
| All | +0.3% | +0.1% | +0.2% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling