+55.1%
PPL vs XPO
+1,478.1%
-1,423.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +2.3% |
| 30D | +0.5% | -3.5% | +4.0% | +0.8% |
| 3M | +0.7% | -11.9% | +12.6% | +2.1% |
| 6M | -7.6% | -10.0% | +2.4% | -6.9% |
| YTD | +1.8% | +42.1% | -40.3% | -3.8% |
| 1Y | -0.8% | +47.6% | -48.4% | -7.1% |
| 3Y | +56.9% | +153.6% | -96.7% | +30.4% |
| 5Y | +39.5% | +266.5% | -227.0% | +5.1% |
| All | +55.1% | +1,478.1% | -1,423.0% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling